CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:88.55% (-5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9862 | 22.10 | |
| 0.1169 | 25.06 | |
| 0.8010 | 125.99 |
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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