CBOE 1-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:395.59% (-5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2364 | 1.88 | |
| 0.0469 | 1.35 | |
| -0.2364 | -1.71 | |
| 10.0000 | 0.15 | |
| 0.0293 | 0.25 | |
| 0.9545 | 4.42 |
Estimation Period:
May 13, 2022 to Dec 5, 2025
May 13, 2022 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 1-Day Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices