CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:92.39% (-11.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71.0590 | 3.80 | |
| 0.1312 | 14.49 | |
| 0.9169 | 39.90 | |
| 2.8188 | 12.25 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
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