CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:176.67% (+100.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1912 | 40.25 | |
| 0.7740 | 67.24 | |
| -0.1659 | -10.57 | |
| 0.0416 | 1.91 | |
| 0.0066 | 2.19 | |
| 0.9924 | 282.49 |
Estimation Period:
Jan 23, 2001 to Oct 10, 2025
Jan 23, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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