CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:76.58% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.2376 | 13.54 | |
| 0.1102 | 22.88 | |
| 0.9340 | 176.16 | |
| 5.5772 | 6.02 |
Estimation Period:
Jan 23, 2001 to Jan 9, 2026
Jan 23, 2001 to Jan 9, 2026
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