CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:112.77% (-9.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2859 | 13.92 | |
| 0.0976 | 13.51 | |
| 0.8683 | 100.63 | |
| -0.8499 | -9.69 | |
| 0.8564 | 18.98 |
Estimation Period:
Jan 23, 2001 to Oct 10, 2025
Jan 23, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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