CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:136.73% (+16.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2348 | 16.20 | |
| 0.1796 | 8.62 | |
| 0.9340 | 303.44 | |
| 0.1272 | 6.83 |
Estimation Period:
Jan 23, 2001 to Mar 6, 2026
Jan 23, 2001 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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