CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:55.06% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2796 | 39.69 | |
| 0.7471 | 86.35 | |
| -0.2796 | -27.03 | |
| 1.9332 | 0.61 | |
| 0.0244 | 0.59 | |
| 0.8843 | 4.63 |
Estimation Period:
Jul 17, 2006 to Dec 12, 2025
Jul 17, 2006 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other CBOE 3-Month Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices