V-Lab
CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:81.77% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7410 | 11.01 | |
| 0.1134 | 6.76 | |
| 0.7459 | 20.48 | |
| 0.0483 | 3.42 | |
| -0.0808 | -3.59 | |
| 0.0509 | 2.59 | |
| -0.0394 | -1.82 | |
| 0.0307 | 1.61 |
Estimation Period:
Jan 23, 2001 to May 2, 2025
Jan 23, 2001 to May 2, 2025
News Impact Curve
Volatility Forecasts
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