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

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CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:104.65% (-5.49%)

Analysis last updated: Friday, November 28, 2025 at 12:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2063	44.21
$β$	0.7504	103.24
$γ$	-0.2063	-29.13
$λ_{1}$	0.0474	1.51
$λ_{2}$	0.0045	3.50
$λ_{3}$	0.9943	545.75

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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