CBOE Volatility Index

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	param	t-stat
$ω$	15,929.8000	7.15
$α$	0.1123	197.77
$β$	0.9990	7,035.21
$ν$	2.0001	2,000,105.00

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Dic Holdings Construction GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:881.92% (+167.63%)

Date Range:

Parameter Estimates

Other Dic Holdings Construction Analyses