CBOE S&P 500 6-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:47.72% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3042 | 38.22 | |
| 0.7399 | 88.18 | |
| -0.3042 | -25.26 | |
| 0.6143 | 1.11 | |
| 0.0280 | 1.14 | |
| 0.9121 | 11.70 |
Estimation Period:
Jan 2, 2008 to Feb 27, 2026
Jan 2, 2008 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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