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	param	t-stat
$m$	21
$α$	0.2068	44.27
$β$	0.7503	103.39
$γ$	-0.2068	-29.42
$λ_{1}$	0.0471	1.52
$λ_{2}$	0.0044	3.49
$λ_{3}$	0.9944	552.47

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:90.99% (-1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses