CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:85.27% (+20.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.6549 | 18.11 | |
| 0.0989 | 20.08 | |
| 0.9060 | 137.81 | |
| 5.7912 | 4.60 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
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