CBOE Volatility Index

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	param	t-stat
$m$	126
$α$	0.1928	41.02
$β$	0.7704	66.01
$γ$	-0.1678	-10.63
$λ_{1}$	0.0421	1.89
$λ_{2}$	0.0066	2.16
$λ_{3}$	0.9923	278.12

V-Lab

CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:100.60% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses