CBOE NASDAQ-100 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:144.29% (-13.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7336 | 11.18 | |
| 0.1153 | 7.04 | |
| 0.7354 | 19.44 | |
| 0.0441 | 3.43 | |
| -0.0756 | -3.77 | |
| 0.0523 | 2.99 | |
| -0.0527 | -2.46 | |
| 0.0818 | 2.55 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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