V-Lab
CBOE NASDAQ-100 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:73.10% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2254 | 11.93 | |
| 0.1040 | 41.39 | |
| 0.8188 | 211.35 | |
| -3.9219 | -24.73 |
Estimation Period:
Jan 23, 2001 to Jul 3, 2025
Jan 23, 2001 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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