CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.53% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2201 | 31.18 | |
| 0.6707 | 43.85 | |
| -0.1773 | -22.13 | |
| 1.3639 | 1.19 | |
| 0.0656 | 1.50 | |
| 0.8944 | 11.71 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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