CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:106.28% (+20.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2126 | 31.05 | |
| 0.6866 | 46.38 | |
| -0.1748 | -22.39 | |
| 1.3664 | 1.18 | |
| 0.0635 | 1.46 | |
| 0.8964 | 11.73 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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