CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0600	25.10***
α ARCH Response to squared shocks	0.1732	37.63***
β GARCH Volatility persistence	0.8087	164.76***
γ leverage Additional response to negative shocks	0.1328	12.35***
δ power Transformation power	1.1226	39.50***

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VanEck Uranium and Nuclear ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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