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V-Lab
V-Lab
CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:87.76% (-0.64%)
Analysis last updated: Wednesday, December 17, 2025 at 12:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE Google Volatility Index MF2-GARCH
paramt-stat
m66
α0.338419.36
β0.11116.81
γ0.02070.66
λ11.09810.37
λ20.01890.50
λ30.964412.74
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts