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

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CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:107.90% (+8.03%)

Analysis last updated: Thursday, December 18, 2025 at 12:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2067	44.25
$β$	0.7500	103.03
$γ$	-0.2067	-29.28
$λ_{1}$	0.0473	1.51
$λ_{2}$	0.0045	3.49
$λ_{3}$	0.9944	547.27

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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