V-Lab
V-Lab
CBOE NASDAQ-100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:86.18% (-2.97%)
Analysis last updated: Monday, May 19, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE NASDAQ-100 Volatility Index GARCH
paramt-stat
ω2.786221.84
α0.115724.58
β0.8084130.20
Estimation Period:
Jan 23, 2001 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts