CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:82.27% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7286 | 11.06 | |
| 0.1135 | 6.86 | |
| 0.7413 | 19.96 | |
| 0.0418 | 3.21 | |
| -0.0704 | -3.47 | |
| 0.0434 | 2.52 | |
| -0.0330 | -1.76 | |
| 0.0268 | 1.61 |
Estimation Period:
Jan 23, 2001 to Dec 31, 2025
Jan 23, 2001 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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