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

V-Lab

CBOE NASDAQ-100 Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:95.72% (-1.81%)

Analysis last updated: Monday, July 14, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7452	11.13
$α$	0.1133	6.96
$β$	0.7444	20.34
$γ_{1}$	0.0497	3.62
$γ_{2}$	-0.0847	-3.90
$γ_{3}$	0.0591	3.12
$γ_{4}$	-0.0597	-2.79
$γ_{5}$	0.0870	2.84

Estimation Period:
Jan 23, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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