CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:108.42% (-10.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7264 | 11.04 | |
| 0.1153 | 6.94 | |
| 0.7379 | 19.83 | |
| 0.0407 | 3.16 | |
| -0.0686 | -3.42 | |
| 0.0420 | 2.48 | |
| -0.0311 | -1.70 | |
| 0.0252 | 1.55 |
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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