V-Lab
CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:97.08% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7397 | 11.03 | |
| 0.1124 | 6.73 | |
| 0.7470 | 20.48 | |
| 0.0477 | 3.41 | |
| -0.0798 | -3.59 | |
| 0.0501 | 2.58 | |
| -0.0388 | -1.81 | |
| 0.0302 | 1.61 |
Estimation Period:
Jan 23, 2001 to May 23, 2025
Jan 23, 2001 to May 23, 2025
News Impact Curve
Volatility Forecasts
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