CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:142.29% (+34.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1941 | 41.10 | |
| 0.7696 | 66.10 | |
| -0.1691 | -10.73 | |
| 0.0420 | 1.90 | |
| 0.0066 | 2.17 | |
| 0.9924 | 279.61 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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