V-Lab
V-Lab
CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:139.94% (+36.12%)
Analysis last updated: Friday, March 21, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Google Volatility Index MF2-GARCH
paramt-stat
m66
α0.325618.28
β0.08726.27
γ0.10353.09
λ10.83930.37
λ20.01560.53
λ30.972317.69
Estimation Period:
Jan 7, 2011 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts