V-Lab
CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:89.84% (-3.48%)
Analysis last updated: Monday, January 20, 2025 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.0133 | 12.79 | |
| 0.1076 | 22.86 | |
| 0.9386 | 181.44 | |
| 6 | 5.90 |
Estimation Period:
Jan 23, 2001 to Jan 17, 2025
Jan 23, 2001 to Jan 17, 2025
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