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V-Lab
CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:93.02% (+1.30%)
Analysis last updated: Wednesday, October 15, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Google Volatility Index MF2-GARCH
paramt-stat
m66
α0.332819.29
β0.11106.89
γ0.03371.08
λ11.06200.36
λ20.01680.48
λ30.967213.36
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts