CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:134.88% (+11.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.6173 | 13.48 | |
| 0.1110 | 22.90 | |
| 0.9339 | 175.85 | |
| 5.5534 | 6.11 |
Estimation Period:
Jan 23, 2001 to Mar 6, 2026
Jan 23, 2001 to Mar 6, 2026
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