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	param	t-stat
$m$	76
$α$	0.2796	39.62
$β$	0.7490	87.72
$γ$	-0.2796	-27.40
$λ_{1}$	1.8121	0.63
$λ_{2}$	0.0224	0.61
$λ_{3}$	0.8917	5.20

V-Lab

CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:88.51% (-9.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE 3-Month Volatility Index Analyses