CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:133.29% (+16.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.3747 | 13.20 | |
| 0.1097 | 22.80 | |
| 0.9352 | 175.92 | |
| 5.5392 | 6.04 |
Estimation Period:
Jan 23, 2001 to Oct 17, 2025
Jan 23, 2001 to Oct 17, 2025
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