CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:118.79% (-7.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2678 | 12.05 | |
| 0.1029 | 41.56 | |
| 0.8158 | 210.42 | |
| -4.0447 | -25.44 |
Estimation Period:
Jan 23, 2001 to Jan 30, 2026
Jan 23, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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