CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:213.31% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.9698 | 19.11 | |
| 0.1135 | 10.74 | |
| 0.7751 | 51.94 | |
| 5.1779 | 3.20 |
Estimation Period:
Jan 3, 2011 to Feb 20, 2026
Jan 3, 2011 to Feb 20, 2026
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