CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2070	34.59
$β$	0.6158	61.15
$γ$	0.0945	7.77
$λ_{1}$	0.0058	5.99
$λ_{2}$	0.0241	8.51
$λ_{3}$	0.9699	271.85

V-Lab

SOFIX Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:5.58% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SOFIX Index Analyses