CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:90.87% (-5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9980 | 22.18 | |
| 0.1171 | 25.20 | |
| 0.8007 | 126.25 |
Estimation Period:
Jan 23, 2001 to Dec 24, 2025
Jan 23, 2001 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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