CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:89.77% (+4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.3038 | 13.46 | |
| 0.1098 | 22.86 | |
| 0.9345 | 176.48 | |
| 5.5730 | 6.01 |
Estimation Period:
Jan 23, 2001 to Dec 26, 2025
Jan 23, 2001 to Dec 26, 2025
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