CBOE S&P 500 Spot Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:243.97% (-17.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1910 | 34.27 | |
| 0.7640 | 70.38 | |
| -0.1682 | -13.04 | |
| 0.1290 | 1.43 | |
| 0.0039 | 1.70 | |
| 0.9955 | 372.57 |
Estimation Period:
Jan 3, 2006 to Feb 6, 2026
Jan 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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