V-Lab
CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:89.54% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7370 | 11.02 | |
| 0.1129 | 6.78 | |
| 0.7464 | 20.54 | |
| 0.0453 | 3.33 | |
| -0.0761 | -3.55 | |
| 0.0476 | 2.57 | |
| -0.0369 | -1.81 | |
| 0.0294 | 1.64 |
Estimation Period:
Jan 23, 2001 to Aug 22, 2025
Jan 23, 2001 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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