CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:99.10% (-5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1928 | 41.02 | |
| 0.7703 | 66.05 | |
| -0.1678 | -10.64 | |
| 0.0421 | 1.89 | |
| 0.0066 | 2.16 | |
| 0.9923 | 278.20 |
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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