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	param	t-stat
$m$	61
$α$	0.0000	0.02
$β$	0.7974	131.57
$γ$	0.2330	33.16
$λ_{1}$	0.0523	2.41
$λ_{2}$	0.1881	5.78
$λ_{3}$	0.7720	15.16

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CBOE S&P 500 Dispersion Basket Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.07% (+3.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Dispersion Basket Index Analyses