CBOE NASDAQ-100 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:99.91% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.4351 | 13.63 | |
| 0.1111 | 22.83 | |
| 0.9329 | 174.80 | |
| 5.5466 | 6.09 |
Estimation Period:
Jan 23, 2001 to Feb 20, 2026
Jan 23, 2001 to Feb 20, 2026
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