CBOE Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:162.80% (-18.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2090 | 44.64 | |
| 0.7485 | 103.80 | |
| -0.2090 | -29.73 | |
| 0.0471 | 1.52 | |
| 0.0045 | 3.52 | |
| 0.9944 | 552.13 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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