V-Lab
CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:71.91% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2904 | 13.75 | |
| 0.0995 | 13.35 | |
| 0.8670 | 99.25 | |
| -0.8239 | -9.32 | |
| 0.8729 | 20.13 |
Estimation Period:
Jan 23, 2001 to Jul 3, 2025
Jan 23, 2001 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other CBOE NASDAQ-100 Volatility Index Analyses
Other APARCH Analyses on Volatility Indices