V-Lab: CBOE Volatility Index MF2-GARCH Volatility Analysis

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CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:110.49% (-2.39%)

Analysis last updated: Wednesday, October 29, 2025 at 11:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2059	44.05
$β$	0.7512	103.46
$γ$	-0.2059	-29.03
$λ_{1}$	0.0471	1.52
$λ_{2}$	0.0045	3.51
$λ_{3}$	0.9944	548.77

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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