CBOE S&P 500 6-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:62.48% (+21.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3052 | 38.22 | |
| 0.7398 | 88.24 | |
| -0.3052 | -25.33 | |
| 0.6116 | 1.11 | |
| 0.0277 | 1.14 | |
| 0.9128 | 11.83 |
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Jan 2, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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