CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:126.05% (-13.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2773 | 14.07 | |
| 0.0964 | 13.91 | |
| 0.8702 | 103.59 | |
| -0.8722 | -10.25 | |
| 0.8420 | 18.13 |
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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