CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:115.62% (-10.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2348 | 16.19 | |
| 0.1794 | 8.60 | |
| 0.9339 | 302.83 | |
| 0.1271 | 6.81 |
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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