CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:147.35% (+16.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2352 | 16.28 | |
| 0.1794 | 8.60 | |
| 0.9338 | 302.20 | |
| 0.1265 | 6.79 |
Estimation Period:
Jan 23, 2001 to Jan 30, 2026
Jan 23, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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