CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:77.08% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.5944 | 18.94 | |
| 0.1009 | 20.09 | |
| 0.9018 | 136.63 | |
| 5.8394 | 4.62 |
Estimation Period:
Jan 2, 2004 to Dec 5, 2025
Jan 2, 2004 to Dec 5, 2025
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