CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:100.86% (-6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0674 | 22.36 | |
| 0.1183 | 25.52 | |
| 0.7979 | 125.45 |
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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