CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:96.88% (+4.89%)
Parameter Estimates
param | t-stat | |
---|---|---|
66 | ||
0.3328 | 19.29 | |
0.1110 | 6.89 | |
0.0337 | 1.08 | |
1.0620 | 0.36 | |
0.0168 | 0.48 | |
0.9672 | 13.36 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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