CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:65.63% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2194 | 31.15 | |
| 0.6776 | 45.13 | |
| -0.1827 | -22.94 | |
| 1.4099 | 1.16 | |
| 0.0671 | 1.45 | |
| 0.8917 | 11.07 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices