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CBOE NASDAQ-100 VOLATILITY INDEX GJR-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Wednesday, May 22:
74.28% (+6.47)
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CBOE NASDAQ-100 Volatility Index
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (VOL)
:
14.41%
Return
:
6.3%
1 Week Pred
:
74.51%
Avg Week Vol
:
70.39%
Avg Month Vol
:
80.17%
1 Month Pred
:
75.18%
Min Vol
:
50.45%
Max Vol
:
228.96%
6 Months Pred
:
76.72%
Avg Vol
:
83.07%
Vol of Vol
:
74.1%
1 Year Pred
:
77.04%
Models
Assets
Analysis on CBOE NASDAQ-100 Volatility Index
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
GJR-GARCH analysis on Volatility Indices
AEX Volatility Index
CAC40 Volatility Index
CBOE Crude Oil Volatility Index
CBOE DJIA Volatility Index
CBOE Gold Volatility Index
CBOE Volatility Index - OLD
CBOE Volatility Index
DAX Volatility Index
Deutsche Bank FX Volatility Index
FTSE 100 Volatility Index
Kospi Volatility Index
SMI Volatility Index
Documentation
Volatility Analysis
GJR-GARCH