CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:228.46% (+21.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1750 | 18.88 | |
| 0.6914 | 39.28 | |
| -0.1750 | -9.42 | |
| 0.9086 | 0.44 | |
| 0.0057 | 0.72 | |
| 0.9883 | 49.17 |
Estimation Period:
Jan 3, 2011 to Jan 30, 2026
Jan 3, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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