CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:103.46% (+8.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7611 | 22.48 | |
| 0.1839 | 16.16 | |
| 0.8136 | 102.71 | |
| -0.1589 | -8.95 |
Estimation Period:
Jan 23, 2001 to Dec 12, 2025
Jan 23, 2001 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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