V-Lab
CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:128.25% (+24.84%)
Analysis last updated: Tuesday, March 11, 2025 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1893 | 39.49 | |
| 0.7776 | 69.11 | |
| -0.1633 | -10.59 | |
| 0.0416 | 1.94 | |
| 0.0066 | 2.20 | |
| 0.9924 | 284.77 |
Estimation Period:
Jan 23, 2001 to Mar 7, 2025
Jan 23, 2001 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE NASDAQ-100 Volatility Index Analyses