CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:104.73% (-6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1909 | 40.48 | |
| 0.7739 | 67.10 | |
| -0.1657 | -10.53 | |
| 0.0418 | 1.91 | |
| 0.0066 | 2.18 | |
| 0.9924 | 281.53 |
Estimation Period:
Jan 23, 2001 to Oct 24, 2025
Jan 23, 2001 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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