V-Lab: CBOE VIX Indicative Ask Index MF2-GARCH Volatility Analysis

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CBOE VIX Indicative Ask Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:96.59% (-3.37%)

Analysis last updated: Thursday, December 4, 2025 at 12:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.2942	35.54
$β$	0.6702	56.67
$γ$	-0.2942	-28.73
$λ_{1}$	0.4097	0.67
$λ_{2}$	0.0043	1.12
$λ_{3}$	0.9884	69.33

Estimation Period:
Sep 18, 2009 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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