CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:91.43% (-5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7541 | 22.45 | |
| 0.1841 | 16.17 | |
| 0.8137 | 102.88 | |
| -0.1591 | -8.94 |
Estimation Period:
Jan 23, 2001 to Nov 28, 2025
Jan 23, 2001 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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