V-Lab
CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:118.35% (-5.44%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.7065 | 12.83 | |
| 0.1063 | 22.88 | |
| 0.9401 | 186.93 | |
| 6 | 5.83 |
Estimation Period:
Jan 23, 2001 to Dec 13, 2024
Jan 23, 2001 to Dec 13, 2024
Other CBOE NASDAQ-100 Volatility Index Analyses