CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:108.23% (+8.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.2558 | 13.27 | |
| 0.1090 | 22.81 | |
| 0.9350 | 176.19 | |
| 5.5373 | 6.01 |
Estimation Period:
Jan 23, 2001 to Nov 14, 2025
Jan 23, 2001 to Nov 14, 2025
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