V-Lab: CBOE NASDAQ-100 Volatility Index Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

CBOE NASDAQ-100 Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:143.18% (+14.00%)

Analysis last updated: Friday, October 17, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7410	11.14
$α$	0.1136	6.95
$β$	0.7421	20.15
$γ_{1}$	0.0472	3.54
$γ_{2}$	-0.0806	-3.84
$γ_{3}$	0.0559	3.04
$γ_{4}$	-0.0559	-2.58
$γ_{5}$	0.0815	2.63

Estimation Period:
Jan 23, 2001 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE NASDAQ-100 Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH