CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:145.69% (+93.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2771 | 39.38 | |
| 0.7508 | 87.32 | |
| -0.2771 | -26.47 | |
| 1.9949 | 0.57 | |
| 0.0238 | 0.55 | |
| 0.8823 | 4.28 |
Estimation Period:
Jul 17, 2006 to Oct 10, 2025
Jul 17, 2006 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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