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	param	t-stat
$m$	21
$α$	0.2071	44.38
$β$	0.7501	103.65
$γ$	-0.2071	-29.46
$λ_{1}$	0.0470	1.52
$λ_{2}$	0.0044	3.50
$λ_{3}$	0.9944	553.39

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:110.03% (-7.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Volatility Index Analyses