CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:136.52% (+16.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.2047 | 14.10 | |
| 0.1107 | 23.11 | |
| 0.9365 | 195.26 | |
| 5.8270 | 5.87 |
Estimation Period:
Jan 23, 2001 to Mar 13, 2026
Jan 23, 2001 to Mar 13, 2026
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