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	param	t-stat
$m$	21
$α$	0.1755	19.11
$β$	0.6914	39.79
$γ$	-0.1755	-9.55
$λ_{1}$	0.8989	0.45
$λ_{2}$	0.0058	0.74
$λ_{3}$	0.9883	50.14

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:228.23% (+19.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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