V-Lab
CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:84.81% (-6.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.4080 | 12.84 | |
| 0.1072 | 23.06 | |
| 0.9387 | 182.70 | |
| 5.5567 | 6.01 |
Estimation Period:
Jan 23, 2001 to Jun 6, 2025
Jan 23, 2001 to Jun 6, 2025
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