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CBOE S&P 500 One-Year Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:26.22% (-1.05%)
Analysis last updated: Thursday, November 13, 2025 at 12:31 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
α0.358442.53
β0.688994.12
γ-0.2960-17.91
λ16.62380.46
λ20.04770.54
λ30.00000.00
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts