CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:100.51% (-6.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7949 | 22.65 | |
| 0.1840 | 16.26 | |
| 0.8126 | 101.45 | |
| -0.1593 | -8.89 |
Estimation Period:
Jan 23, 2001 to Jan 23, 2026
Jan 23, 2001 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other CBOE NASDAQ-100 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices