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V-Lab
CBOE NASDAQ-100 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:114.90% (+15.05%)
Analysis last updated: Friday, November 14, 2025 at 12:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE NASDAQ-100 Volatility Index SGARCH
paramt-stat
ω0.739011.18
α0.11396.97
β0.739819.82
γ10.04643.52
γ2-0.0793-3.83
γ30.05473.02
γ4-0.0544-2.53
γ50.07922.55
Estimation Period:
Jan 23, 2001 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts