CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:88.67% (+3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7299 | 11.07 | |
| 0.1136 | 6.85 | |
| 0.7411 | 19.97 | |
| 0.0425 | 3.24 | |
| -0.0715 | -3.49 | |
| 0.0442 | 2.53 | |
| -0.0336 | -1.77 | |
| 0.0271 | 1.61 |
Estimation Period:
Jan 23, 2001 to Dec 5, 2025
Jan 23, 2001 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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