CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:137.93% (+11.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7917 | 22.70 | |
| 0.1850 | 16.33 | |
| 0.8126 | 102.08 | |
| -0.1603 | -8.94 |
Estimation Period:
Jan 23, 2001 to Mar 6, 2026
Jan 23, 2001 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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