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CBOE S&P 500 One-Year Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:26.10% (-0.99%)
Analysis last updated: Friday, December 5, 2025 at 12:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE S&P 500 One-Year Volatility Index MF2-GARCH
paramt-stat
m36
α0.357742.55
β0.689594.18
γ-0.2955-17.94
λ16.60200.46
λ20.04790.55
λ30.00000.00
Estimation Period:
Jan 3, 2007 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts