CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:98.49% (-57.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3397 | 19.38 | |
| 0.1129 | 6.87 | |
| 0.0174 | 0.56 | |
| 1.0805 | 0.37 | |
| 0.0192 | 0.51 | |
| 0.9643 | 12.93 |
Estimation Period:
Jan 7, 2011 to Jan 2, 2026
Jan 7, 2011 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Google Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices