CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:86.70% (-8.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.3097 | 13.47 | |
| 0.1102 | 22.84 | |
| 0.9342 | 176.13 | |
| 5.5660 | 6.02 |
Estimation Period:
Jan 23, 2001 to Dec 5, 2025
Jan 23, 2001 to Dec 5, 2025
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