CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:95.36% (-6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2879 | 14.02 | |
| 0.0975 | 13.49 | |
| 0.8680 | 100.41 | |
| -0.8533 | -9.74 | |
| 0.8573 | 18.97 |
Estimation Period:
Jan 23, 2001 to Dec 12, 2025
Jan 23, 2001 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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