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	param	t-stat
$m$	21
$α$	0.1745	18.89
$β$	0.6922	39.63
$γ$	-0.1745	-9.46
$λ_{1}$	0.8976	0.44
$λ_{2}$	0.0058	0.73
$λ_{3}$	0.9883	49.79

V-Lab

CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:207.52% (-13.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE S&P 500 9-Day Volatility Index Analyses