CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:72.76% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2192 | 31.09 | |
| 0.6787 | 45.30 | |
| -0.1828 | -22.91 | |
| 1.4303 | 1.15 | |
| 0.0666 | 1.44 | |
| 0.8918 | 10.97 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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