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

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CBOE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 19th, 2025:150.71% (+5.24%)

Analysis last updated: Wednesday, November 19, 2025 at 12:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2059	44.10
$β$	0.7505	102.92
$γ$	-0.2059	-29.02
$λ_{1}$	0.0474	1.51
$λ_{2}$	0.0045	3.49
$λ_{3}$	0.9944	544.86

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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