CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:59.58% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2593 | 12.62 | |
| 0.1730 | 23.57 | |
| 0.9038 | 113.55 | |
| 4.6755 | 9.85 |
Estimation Period:
Jul 17, 2006 to Feb 13, 2026
Jul 17, 2006 to Feb 13, 2026
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