CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:93.89% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2596 | 11.94 | |
| 0.1031 | 41.71 | |
| 0.8156 | 210.81 | |
| -4.0589 | -25.55 |
Estimation Period:
Jan 23, 2001 to Feb 20, 2026
Jan 23, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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