CBOE Low Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.79% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7546 | 5.64 | |
| 0.1299 | 31.84 | |
| 0.9816 | 292.39 | |
| 5.7306 | 9.20 |
Estimation Period:
Mar 21, 2006 to Feb 6, 2026
Mar 21, 2006 to Feb 6, 2026
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