CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:86.08% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2357 | 16.53 | |
| 0.1815 | 8.70 | |
| 0.9337 | 302.94 | |
| 0.1258 | 6.79 |
Estimation Period:
Jan 23, 2001 to Nov 7, 2025
Jan 23, 2001 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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