CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:85.39% (+23.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.2230 | 12.89 | |
| 0.1080 | 22.66 | |
| 0.9367 | 177.06 | |
| 5.5146 | 6.01 |
Estimation Period:
Jan 23, 2001 to Oct 10, 2025
Jan 23, 2001 to Oct 10, 2025
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