CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:98.15% (-7.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.5056 | 13.53 | |
| 0.1110 | 22.84 | |
| 0.9334 | 174.56 | |
| 5.5501 | 6.08 |
Estimation Period:
Jan 23, 2001 to Feb 13, 2026
Jan 23, 2001 to Feb 13, 2026
Other CBOE NASDAQ-100 Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices