V-Lab
CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:74.53% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.8347 | 18.37 | |
| 0.0998 | 20.12 | |
| 0.9051 | 138.07 | |
| 5.8284 | 4.60 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
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