CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:136.83% (+21.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.5656 | 13.58 | |
| 0.1119 | 22.84 | |
| 0.9330 | 174.16 | |
| 5.5576 | 6.10 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
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