CBOE NASDAQ-100 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:169.32% (+103.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7228 | 22.21 | |
| 0.1830 | 16.03 | |
| 0.8151 | 103.23 | |
| -0.1580 | -8.90 |
Estimation Period:
Jan 23, 2001 to Oct 10, 2025
Jan 23, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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