CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:100.08% (-7.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2353 | 16.27 | |
| 0.1797 | 8.62 | |
| 0.9338 | 302.10 | |
| 0.1267 | 6.80 |
Estimation Period:
Jan 23, 2001 to Jan 23, 2026
Jan 23, 2001 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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