CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:216.53% (+41.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1791 | 20.22 | |
| 0.6956 | 40.85 | |
| -0.1791 | -9.94 | |
| 0.9587 | 0.47 | |
| 0.0058 | 0.75 | |
| 0.9878 | 49.79 |
Estimation Period:
Jan 3, 2011 to Nov 28, 2025
Jan 3, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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