CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:142.55% (+68.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7332 | 11.06 | |
| 0.1124 | 6.74 | |
| 0.7446 | 20.17 | |
| 0.0440 | 3.29 | |
| -0.0739 | -3.52 | |
| 0.0459 | 2.55 | |
| -0.0351 | -1.79 | |
| 0.0280 | 1.62 |
Estimation Period:
Jan 23, 2001 to Oct 10, 2025
Jan 23, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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