CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:119.61% (-11.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2787 | 14.09 | |
| 0.0969 | 13.97 | |
| 0.8695 | 103.35 | |
| -0.8699 | -10.29 | |
| 0.8419 | 18.24 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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