CBOE Realized Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
35.79%
decreased by 0.89%
1 Week
41.11%
increased by 4.43%
1 Month
44.44%
increased by 7.76%
Analysis last updated: Friday, June 12, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0157 | 1.88 | |
| 0.3641 | 3.94 | |
| 0.5000 | 14.57 | |
| 8.2439 | 0.26 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 1, 2012 to Jun 5, 2026
Jun 1, 2012 to Jun 5, 2026
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