CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:128.39% (-11.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2579 | 11.90 | |
| 0.1034 | 41.68 | |
| 0.8155 | 210.66 | |
| -4.0530 | -25.55 |
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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