CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:106.28% (+38.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2179 | 30.94 | |
| 0.6789 | 44.95 | |
| -0.1819 | -22.78 | |
| 1.4272 | 1.14 | |
| 0.0674 | 1.43 | |
| 0.8909 | 10.81 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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