V-Lab: CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis

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CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 11th, 2025:72.55% (-1.49%)

Analysis last updated: Thursday, December 11, 2025 at 12:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.2187	31.17
$β$	0.6790	45.53
$γ$	-0.1822	-22.99
$λ_{1}$	1.3771	1.17
$λ_{2}$	0.0668	1.48
$λ_{3}$	0.8928	11.36

Estimation Period:
Jan 7, 2011 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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