CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:149.94% (+29.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0879 | 22.40 | |
| 0.1190 | 25.53 | |
| 0.7967 | 124.81 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE NASDAQ-100 Volatility Index Analyses
Other GARCH Analyses on Volatility Indices