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 30th, 2025:109.96% (-1.95%)

Analysis last updated: Wednesday, July 30, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3385	19.32
$β$	0.1126	7.01
$γ$	0.0326	1.03
$λ_{1}$	0.8341	0.35
$λ_{2}$	0.0140	0.49
$λ_{3}$	0.9737	17.12

Estimation Period:
Jan 7, 2011 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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