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	param	t-stat
$m$	126
$α$	0.1921	40.74
$β$	0.7718	66.52
$γ$	-0.1670	-10.66
$λ_{1}$	0.0423	1.91
$λ_{2}$	0.0066	2.17
$λ_{3}$	0.9924	279.38

V-Lab

CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:87.97% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses