V-Lab: CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis

V-Lab

CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:83.84% (+7.95%)

Analysis last updated: Wednesday, July 30, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1912	40.29
$β$	0.7765	68.83
$γ$	-0.1658	-10.64
$λ_{1}$	0.0419	1.95
$λ_{2}$	0.0065	2.21
$λ_{3}$	0.9924	287.42

Estimation Period:
Jan 23, 2001 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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