CBOE 1-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:400.80% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2341 | 1.83 | |
| 0.0441 | 1.25 | |
| -0.2341 | -1.66 | |
| 10.0000 | 0.15 | |
| 0.0313 | 0.26 | |
| 0.9528 | 4.35 |
Estimation Period:
May 13, 2022 to Nov 28, 2025
May 13, 2022 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 1-Day Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices