CBOE S&P 500 Constituent Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.70% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1926 | 28.16 | |
| 0.7495 | 76.59 | |
| -0.1534 | -16.71 | |
| 5.7681 | 0.60 | |
| 0.1970 | 0.70 | |
| 0.4996 | 0.64 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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