V-Lab
CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:83.54% (-7.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.3062 | 12.89 | |
| 0.1068 | 23.04 | |
| 0.9386 | 182.90 | |
| 5.5628 | 5.99 |
Estimation Period:
Jan 23, 2001 to Jun 27, 2025
Jan 23, 2001 to Jun 27, 2025
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