CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:98.96% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2343 | 16.45 | |
| 0.1813 | 8.69 | |
| 0.9341 | 304.07 | |
| 0.1257 | 6.78 |
Estimation Period:
Jan 23, 2001 to Oct 24, 2025
Jan 23, 2001 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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