CBOE Google Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
91.90%
decreased by 9.26%
1 Week
100.94%
decreased by 0.22%
1 Month
105.23%
increased by 4.07%
Analysis last updated: Tuesday, March 31, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3423 | 19.95 | |
| 0.1132 | 6.89 | |
| 0.0137 | 0.45 | |
| 1.0077 | 0.38 | |
| 0.0205 | 0.55 | |
| 0.9640 | 13.69 |
Estimation Period:
Jan 7, 2011 to Mar 27, 2026
Jan 7, 2011 to Mar 27, 2026
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