CBOE NASDAQ-100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:107.66% (+11.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7311 | 11.07 | |
| 0.1126 | 6.80 | |
| 0.7433 | 20.10 | |
| 0.0431 | 3.26 | |
| -0.0724 | -3.51 | |
| 0.0449 | 2.54 | |
| -0.0342 | -1.78 | |
| 0.0275 | 1.62 |
Estimation Period:
Jan 23, 2001 to Nov 14, 2025
Jan 23, 2001 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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