CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:85.61% (-6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.7052 | 18.43 | |
| 0.0997 | 20.16 | |
| 0.9047 | 137.32 | |
| 5.8170 | 4.61 |
Estimation Period:
Jan 2, 2004 to Oct 24, 2025
Jan 2, 2004 to Oct 24, 2025
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