CBOE 1-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:379.78% (-95.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2270 | 2.24 | |
| 0.1319 | 2.99 | |
| -0.2270 | -1.99 | |
| 10.0000 | 0.16 | |
| 0.0249 | 0.25 | |
| 0.9588 | 4.95 |
Estimation Period:
May 13, 2022 to Mar 6, 2026
May 13, 2022 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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