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

V-Lab

CBOE Google Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:118.66% (-33.59%)

Analysis last updated: Wednesday, July 2, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3372	19.22
$β$	0.1075	6.77
$γ$	0.0351	1.11
$λ_{1}$	0.8522	0.35
$λ_{2}$	0.0150	0.50
$λ_{3}$	0.9726	16.55

Estimation Period:
Jan 7, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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