CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:93.60% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7258 | 11.05 | |
| 0.1146 | 6.93 | |
| 0.7388 | 19.85 | |
| 0.0405 | 3.15 | |
| -0.0684 | -3.42 | |
| 0.0418 | 2.48 | |
| -0.0310 | -1.70 | |
| 0.0251 | 1.56 |
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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