CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:86.19% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3396 | 19.67 | |
| 0.1117 | 6.83 | |
| 0.0191 | 0.62 | |
| 1.0612 | 0.37 | |
| 0.0197 | 0.52 | |
| 0.9641 | 13.12 |
Estimation Period:
Jan 7, 2011 to Jan 23, 2026
Jan 7, 2011 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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