CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:119.62% (+4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.9954 | 20.29 | |
| 0.1247 | 26.47 | |
| 0.9056 | 183.87 | |
| 5.3250 | 8.18 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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