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

V-Lab

CBOE Google Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:114.87% (-2.48%)

Analysis last updated: Thursday, June 19, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3371	19.19
$β$	0.1057	6.69
$γ$	0.0358	1.13
$λ_{1}$	0.8647	0.35
$λ_{2}$	0.0154	0.50
$λ_{3}$	0.9720	16.24

Estimation Period:
Jan 7, 2011 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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