CBOE S&P 500 6-Month Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:36.50% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3045 | 38.06 | |
| 0.7393 | 87.03 | |
| -0.3045 | -24.84 | |
| 0.7660 | 0.96 | |
| 0.0340 | 0.96 | |
| 0.8918 | 7.94 |
Estimation Period:
Jan 2, 2008 to Nov 28, 2025
Jan 2, 2008 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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