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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1777	20.02
$β$	0.6971	40.90
$γ$	-0.1777	-9.85
$λ_{1}$	0.9559	0.47
$λ_{2}$	0.0058	0.75
$λ_{3}$	0.9879	49.67

V-Lab

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

Volatility Prediction for Friday, December 19th, 2025:184.86% (-7.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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