CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:85.50% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2896 | 14.02 | |
| 0.0974 | 13.35 | |
| 0.8680 | 99.96 | |
| -0.8537 | -9.64 | |
| 0.8605 | 18.95 |
Estimation Period:
Jan 23, 2001 to Jan 9, 2026
Jan 23, 2001 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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