CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:105.56% (-9.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7258 | 11.04 | |
| 0.1145 | 6.93 | |
| 0.7398 | 19.99 | |
| 0.0405 | 3.15 | |
| -0.0683 | -3.41 | |
| 0.0417 | 2.47 | |
| -0.0309 | -1.69 | |
| 0.0250 | 1.54 |
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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