CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:96.42% (-5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0467 | 20.15 | |
| 0.1246 | 26.45 | |
| 0.9060 | 183.22 | |
| 5.3272 | 8.16 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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