CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:88.35% (-7.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2111 | 30.99 | |
| 0.6878 | 46.37 | |
| -0.1736 | -22.31 | |
| 1.3627 | 1.18 | |
| 0.0635 | 1.46 | |
| 0.8965 | 11.72 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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