CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:117.85% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9402 | 21.95 | |
| 0.1166 | 24.96 | |
| 0.8030 | 126.78 |
Estimation Period:
Jan 23, 2001 to Oct 17, 2025
Jan 23, 2001 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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