CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:95.34% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2205 | 31.09 | |
| 0.6682 | 43.33 | |
| -0.1763 | -21.92 | |
| 1.3496 | 1.19 | |
| 0.0661 | 1.52 | |
| 0.8942 | 11.82 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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