CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:122.26% (-9.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7286 | 11.06 | |
| 0.1138 | 6.87 | |
| 0.7407 | 19.90 | |
| 0.0415 | 3.20 | |
| -0.0700 | -3.46 | |
| 0.0434 | 2.54 | |
| -0.0333 | -1.79 | |
| 0.0274 | 1.65 |
Estimation Period:
Jan 23, 2001 to Jan 16, 2026
Jan 23, 2001 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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