CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:83.16% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1928 | 40.76 | |
| 0.7714 | 66.51 | |
| -0.1677 | -10.69 | |
| 0.0423 | 1.91 | |
| 0.0066 | 2.17 | |
| 0.9924 | 280.17 |
Estimation Period:
Jan 23, 2001 to Dec 5, 2025
Jan 23, 2001 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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