CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:99.11% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0849 | 22.40 | |
| 0.1184 | 25.52 | |
| 0.7971 | 125.00 |
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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