CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:127.90% (-17.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2823 | 39.94 | |
| 0.7464 | 87.40 | |
| -0.2823 | -27.49 | |
| 1.8378 | 0.62 | |
| 0.0225 | 0.61 | |
| 0.8910 | 5.10 |
Estimation Period:
Jul 17, 2006 to Mar 6, 2026
Jul 17, 2006 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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