CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:141.93% (+14.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1920 | 40.85 | |
| 0.7706 | 65.91 | |
| -0.1670 | -10.61 | |
| 0.0422 | 1.89 | |
| 0.0066 | 2.15 | |
| 0.9923 | 277.04 |
Estimation Period:
Jan 23, 2001 to Jan 30, 2026
Jan 23, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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