CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:129.26% (-10.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2556 | 14.19 | |
| 0.0775 | 26.95 | |
| 0.8964 | 260.58 | |
| -1.0000 | -24.27 | |
| 0.9791 | 32.69 |
Estimation Period:
Jan 23, 2001 to Mar 13, 2026
Jan 23, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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