CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:88.55% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.6127 | 18.58 | |
| 0.1001 | 20.08 | |
| 0.9033 | 136.64 | |
| 5.8082 | 4.61 |
Estimation Period:
Jan 2, 2004 to Nov 14, 2025
Jan 2, 2004 to Nov 14, 2025
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