V-Lab: CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis

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CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:72.76% (-2.21%)

Analysis last updated: Wednesday, October 29, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.2192	31.09
$β$	0.6787	45.30
$γ$	-0.1828	-22.91
$λ_{1}$	1.4303	1.15
$λ_{2}$	0.0666	1.44
$λ_{3}$	0.8918	10.97

Estimation Period:
Jan 7, 2011 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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