CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:80.49% (+25.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2784 | 39.52 | |
| 0.7480 | 86.24 | |
| -0.2784 | -26.70 | |
| 1.9387 | 0.60 | |
| 0.0243 | 0.58 | |
| 0.8842 | 4.59 |
Estimation Period:
Jul 17, 2006 to Nov 7, 2025
Jul 17, 2006 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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