V-Lab
CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:89.34% (-8.33%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.8101 | 12.46 | |
| 0.1044 | 22.95 | |
| 0.9431 | 192.50 | |
| 6 | 5.73 |
Estimation Period:
Jan 23, 2001 to Apr 19, 2024
Jan 23, 2001 to Apr 19, 2024
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