V-Lab: CBOE Google Volatility Index MF2-GARCH Volatility Analysis

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CBOE Google Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:93.76% (+3.50%)

Analysis last updated: Friday, December 5, 2025 at 12:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3375	19.36
$β$	0.1094	6.76
$γ$	0.0236	0.76
$λ_{1}$	1.1186	0.36
$λ_{2}$	0.0185	0.49
$λ_{3}$	0.9645	12.55

Estimation Period:
Jan 7, 2011 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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