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

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CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:217.90% (+127.88%)

Analysis last updated: Monday, October 13, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2054	43.79
$β$	0.7518	103.31
$γ$	-0.2054	-28.95
$λ_{1}$	0.0470	1.51
$λ_{2}$	0.0045	3.51
$λ_{3}$	0.9944	550.60

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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