CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:88.25% (-39.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3453 | 19.84 | |
| 0.1133 | 6.89 | |
| 0.0123 | 0.40 | |
| 1.0087 | 0.38 | |
| 0.0205 | 0.55 | |
| 0.9641 | 13.81 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices