CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:130.62% (+10.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0527 | 23.28 | |
| 0.1088 | 28.75 | |
| 0.8357 | 154.95 |
Estimation Period:
Jan 23, 2001 to Mar 13, 2026
Jan 23, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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