V-Lab: CBOE Google Volatility Index MF2-GARCH Volatility Analysis

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CBOE Google Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:92.92% (+0.20%)

Analysis last updated: Friday, October 17, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3328	19.29
$β$	0.1110	6.89
$γ$	0.0337	1.08
$λ_{1}$	1.0620	0.36
$λ_{2}$	0.0168	0.48
$λ_{3}$	0.9672	13.36

Estimation Period:
Jan 7, 2011 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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