CBOE Realized Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
43.29%
increased by 5.19%
1 Week
44.63%
increased by 6.53%
1 Month
45.66%
increased by 7.56%
Analysis last updated: Friday, May 22, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0138 | 1.80 | |
| 0.4067 | 4.96 | |
| 0.5000 | 15.78 | |
| 8.4157 | 0.29 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 1, 2012 to May 15, 2026
Jun 1, 2012 to May 15, 2026
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