CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:116.58% (+28.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1917 | 40.57 | |
| 0.7722 | 66.82 | |
| -0.1664 | -10.60 | |
| 0.0422 | 1.90 | |
| 0.0066 | 2.17 | |
| 0.9924 | 279.78 |
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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