CBOE Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:140.23% (-14.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2086 | 44.51 | |
| 0.7487 | 103.35 | |
| -0.2086 | -29.66 | |
| 0.0472 | 1.52 | |
| 0.0045 | 3.51 | |
| 0.9944 | 551.84 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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