CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:85.63% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2197 | 31.16 | |
| 0.6774 | 45.27 | |
| -0.1826 | -22.92 | |
| 1.3914 | 1.17 | |
| 0.0671 | 1.47 | |
| 0.8922 | 11.27 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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