CBOE VIX Tail Hedge Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.69% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0472 | 8.05 | |
| 0.8530 | 178.72 | |
| 0.1420 | 24.10 | |
| 0.0895 | 1.40 | |
| 0.3472 | 1.36 | |
| 0.5602 | 1.73 |
Estimation Period:
Mar 31, 2006 to Jan 30, 2026
Mar 31, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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