CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:62.26% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2773 | 39.49 | |
| 0.7500 | 86.99 | |
| -0.2773 | -26.55 | |
| 1.9799 | 0.59 | |
| 0.0240 | 0.57 | |
| 0.8828 | 4.39 |
Estimation Period:
Jul 17, 2006 to Oct 24, 2025
Jul 17, 2006 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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