CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:126.03% (-9.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1737 | 40.38 | |
| 0.8054 | 111.87 | |
| -0.1737 | -27.47 | |
| 0.0545 | 2.14 | |
| 0.0106 | 4.34 | |
| 0.9879 | 343.60 |
Estimation Period:
Jan 23, 2001 to Mar 13, 2026
Jan 23, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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