CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:140.50% (-7.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2359 | 16.28 | |
| 0.1802 | 8.63 | |
| 0.9337 | 302.25 | |
| 0.1272 | 6.83 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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