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V-Lab
V-Lab
CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:97.47% (+8.38%)
Analysis last updated: Wednesday, November 12, 2025 at 12:41 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE Google Volatility Index MF2-GARCH
paramt-stat
m66
α0.338919.38
β0.10876.75
γ0.02370.76
λ11.11860.36
λ20.01800.49
λ30.965212.66
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts