CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:180.55% (-6.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1800 | 20.20 | |
| 0.6940 | 40.61 | |
| -0.1800 | -9.92 | |
| 0.9735 | 0.47 | |
| 0.0059 | 0.75 | |
| 0.9877 | 49.17 |
Estimation Period:
Jan 3, 2011 to Nov 7, 2025
Jan 3, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE S&P 500 9-Day Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices