CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:110.32% (-6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1918 | 40.69 | |
| 0.7725 | 66.81 | |
| -0.1666 | -10.58 | |
| 0.0420 | 1.91 | |
| 0.0066 | 2.18 | |
| 0.9924 | 280.57 |
Estimation Period:
Jan 23, 2001 to Nov 21, 2025
Jan 23, 2001 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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