CBOE NASDAQ-100 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:94.70% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7355 | 11.18 | |
| 0.1144 | 6.98 | |
| 0.7375 | 19.52 | |
| 0.0446 | 3.45 | |
| -0.0764 | -3.77 | |
| 0.0524 | 2.96 | |
| -0.0518 | -2.41 | |
| 0.0758 | 2.41 |
Estimation Period:
Jan 23, 2001 to Jan 9, 2026
Jan 23, 2001 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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