CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:69.29% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2177 | 31.15 | |
| 0.6798 | 45.74 | |
| -0.1810 | -22.91 | |
| 1.3430 | 1.18 | |
| 0.0666 | 1.50 | |
| 0.8938 | 11.66 |
Estimation Period:
Jan 7, 2011 to Dec 26, 2025
Jan 7, 2011 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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