CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:94.35% (+28.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2798 | 39.71 | |
| 0.7474 | 86.92 | |
| -0.2798 | -27.27 | |
| 1.8366 | 0.63 | |
| 0.0230 | 0.61 | |
| 0.8900 | 5.07 |
Estimation Period:
Jul 17, 2006 to Jan 30, 2026
Jul 17, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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