CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:110.35% (-8.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2476 | 11.83 | |
| 0.1031 | 41.78 | |
| 0.8161 | 211.58 | |
| -4.0607 | -25.59 |
Estimation Period:
Jan 23, 2001 to Feb 13, 2026
Jan 23, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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