V-Lab
CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:75.30% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.2340 | 12.96 | |
| 0.1070 | 23.04 | |
| 0.9383 | 182.83 | |
| 5.5672 | 5.98 |
Estimation Period:
Jan 23, 2001 to Jul 11, 2025
Jan 23, 2001 to Jul 11, 2025
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