CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:80.61% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7320 | 11.08 | |
| 0.1132 | 6.81 | |
| 0.7420 | 19.98 | |
| 0.0435 | 3.28 | |
| -0.0731 | -3.52 | |
| 0.0454 | 2.56 | |
| -0.0348 | -1.79 | |
| 0.0280 | 1.63 |
Estimation Period:
Jan 23, 2001 to Oct 31, 2025
Jan 23, 2001 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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