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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1742	19.21
$β$	0.6964	40.28
$γ$	-0.1742	-9.51
$λ_{1}$	0.8942	0.45
$λ_{2}$	0.0057	0.73
$λ_{3}$	0.9884	50.62

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:195.17% (-7.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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