CBOE NASDAQ-100 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:106.90% (-6.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2349 | 16.43 | |
| 0.1812 | 8.69 | |
| 0.9339 | 303.72 | |
| 0.1261 | 6.80 |
Estimation Period:
Jan 23, 2001 to Nov 26, 2025
Jan 23, 2001 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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