CBOE S&P 500 Dispersion Basket Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.98% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5468 | 8.27 | |
| 0.1196 | 32.72 | |
| 0.9796 | 379.84 | |
| 6.1848 | 8.37 |
Estimation Period:
Jun 17, 2014 to Dec 31, 2025
Jun 17, 2014 to Dec 31, 2025
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