V-Lab
CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:70.43% (-4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3006 | 13.78 | |
| 0.1007 | 13.33 | |
| 0.8645 | 97.77 | |
| -0.8176 | -9.23 | |
| 0.8801 | 20.63 |
Estimation Period:
Jan 23, 2001 to Sep 12, 2025
Jan 23, 2001 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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