V-Lab
CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:101.09% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7373 | 11.01 | |
| 0.1128 | 6.77 | |
| 0.7467 | 20.58 | |
| 0.0458 | 3.35 | |
| -0.0768 | -3.56 | |
| 0.0482 | 2.58 | |
| -0.0375 | -1.83 | |
| 0.0299 | 1.65 |
Estimation Period:
Jan 23, 2001 to Aug 8, 2025
Jan 23, 2001 to Aug 8, 2025
News Impact Curve
Volatility Forecasts
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