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	param	t-stat
$m$	21
$α$	0.1743	18.82
$β$	0.6922	39.67
$γ$	-0.1743	-9.43
$λ_{1}$	0.8980	0.44
$λ_{2}$	0.0058	0.73
$λ_{3}$	0.9883	49.80

V-Lab

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

Volatility Prediction for Friday, March 20th, 2026:200.52% (-11.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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