CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:67.55% (+8.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2785 | 39.54 | |
| 0.7481 | 86.34 | |
| -0.2785 | -26.69 | |
| 1.9545 | 0.60 | |
| 0.0243 | 0.58 | |
| 0.8835 | 4.53 |
Estimation Period:
Jul 17, 2006 to Oct 31, 2025
Jul 17, 2006 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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