CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:87.05% (+16.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2791 | 39.72 | |
| 0.7477 | 87.02 | |
| -0.2791 | -27.23 | |
| 1.8105 | 0.63 | |
| 0.0227 | 0.62 | |
| 0.8914 | 5.20 |
Estimation Period:
Jul 17, 2006 to Feb 27, 2026
Jul 17, 2006 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices