CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:133.62% (-35.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3454 | 19.88 | |
| 0.1141 | 6.96 | |
| 0.0127 | 0.41 | |
| 1.0511 | 0.38 | |
| 0.0198 | 0.54 | |
| 0.9641 | 13.40 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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