CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:88.76% (-8.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.2331 | 13.32 | |
| 0.1094 | 22.82 | |
| 0.9346 | 175.88 | |
| 5.5399 | 6.03 |
Estimation Period:
Jan 23, 2001 to Nov 7, 2025
Jan 23, 2001 to Nov 7, 2025
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