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	param	t-stat
$m$	56
$α$	0.2181	31.11
$β$	0.6786	45.65
$γ$	-0.1800	-22.77
$λ_{1}$	1.3190	1.20
$λ_{2}$	0.0662	1.52
$λ_{3}$	0.8948	11.96

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CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:68.60% (+0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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