V-Lab
V-Lab
CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:199.29% (+85.05%)

Analysis last updated: Tuesday, March 11, 2025 at 11:35 AM UTC

Date Range:

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graph of CBOE Google Volatility Index MF2-GARCH
paramt-stat
m66
α0.327418.31
β0.08776.25
γ0.09952.96
λ10.81750.37
λ20.01520.54
λ30.972918.15
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts