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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$m$	36
$α$	0.3594	42.90
$β$	0.6909	95.75
$γ$	-0.2979	-18.22
$λ_{1}$	6.5549	0.51
$λ_{2}$	0.0526	0.60
$λ_{3}$	0.0000	0.00

V-Lab

CBOE S&P 500 One-Year Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:44.72% (+17.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 One-Year Volatility Index Analyses