CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:242.20% (-26.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1789 | 20.38 | |
| 0.6992 | 41.70 | |
| -0.1789 | -9.95 | |
| 0.9338 | 0.47 | |
| 0.0058 | 0.76 | |
| 0.9881 | 51.36 |
Estimation Period:
Jan 3, 2011 to Oct 17, 2025
Jan 3, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 9-Day Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices