CBOE 1-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:397.56% (+9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2424 | 2.06 | |
| 0.0496 | 1.52 | |
| -0.2424 | -1.88 | |
| 10.0000 | 0.16 | |
| 0.0288 | 0.26 | |
| 0.9542 | 4.61 |
Estimation Period:
May 13, 2022 to Jan 30, 2026
May 13, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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