V-Lab
CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:122.43% (-7.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7419 | 10.98 | |
| 0.1129 | 6.74 | |
| 0.7482 | 20.67 | |
| 0.0487 | 3.42 | |
| -0.0814 | -3.59 | |
| 0.0512 | 2.58 | |
| -0.0396 | -1.81 | |
| 0.0306 | 1.60 |
Estimation Period:
Jan 23, 2001 to Apr 17, 2025
Jan 23, 2001 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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