CBOE Low Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.02% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0337 | 3.18 | |
| 0.8095 | 165.58 | |
| 0.2652 | 17.74 | |
| 0.0068 | 7.33 | |
| 0.0232 | 5.30 | |
| 0.9696 | 176.56 |
Estimation Period:
Mar 21, 2006 to Jan 30, 2026
Mar 21, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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