CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:101.81% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9077 | 11.47 | |
| 0.1587 | 19.15 | |
| 0.8877 | 84.72 | |
| 4.3838 | 8.19 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
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