CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:165.79% (+33.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0773 | 20.18 | |
| 0.1253 | 26.37 | |
| 0.9055 | 182.45 | |
| 5.3360 | 8.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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