CBOE Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:110.49% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2059 | 44.05 | |
| 0.7512 | 103.46 | |
| -0.2059 | -29.03 | |
| 0.0471 | 1.52 | |
| 0.0045 | 3.51 | |
| 0.9944 | 548.77 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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