CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:133.29% (+16.34%)
Parameter Estimates
param | t-stat | |
---|---|---|
35.3747 | 13.20 | |
0.1097 | 22.80 | |
0.9352 | 175.92 | |
5.5392 | 6.04 |
Estimation Period:
Jan 23, 2001 to Oct 17, 2025
Jan 23, 2001 to Oct 17, 2025
Other CBOE NASDAQ-100 Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices