CBOE NASDAQ-100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:155.89% (+20.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2797 | 14.04 | |
| 0.0965 | 13.79 | |
| 0.8697 | 102.73 | |
| -0.8682 | -10.13 | |
| 0.8450 | 18.25 |
Estimation Period:
Jan 23, 2001 to Jan 30, 2026
Jan 23, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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