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	param	t-stat
$m$	101
$α$	0.2481	32.67
$β$	0.5902	42.24
$γ$	-0.0904	-5.36
$λ_{1}$	4.9843	2.07
$λ_{2}$	0.2013	4.90
$λ_{3}$	0.7763	15.14

V-Lab

CBOE S&P 500 Left Tail Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:216.60% (+55.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 Left Tail Volatility Index Analyses