CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:344.20% (+169.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1790 | 20.25 | |
| 0.6973 | 41.12 | |
| -0.1790 | -9.92 | |
| 0.9412 | 0.47 | |
| 0.0058 | 0.75 | |
| 0.9880 | 50.30 |
Estimation Period:
Jan 3, 2011 to Oct 10, 2025
Jan 3, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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