CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 Volatility Index

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CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1180	7.07***
α ARCH Response to squared shocks	0.0828	19.90***
β GARCH Volatility persistence	0.9656	294.58***
γ leverage Additional response to negative shocks	0.1485	33.44***

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CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE NASDAQ-100 Volatility Index Analyses