CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:87.07% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7575 | 22.45 | |
| 0.1835 | 16.14 | |
| 0.8136 | 102.74 | |
| -0.1584 | -8.91 |
Estimation Period:
Jan 23, 2001 to Nov 7, 2025
Jan 23, 2001 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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