CBOE S&P 500 Spot Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:278.05% (-32.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 215.5123 | 9.89 | |
| 0.1196 | 20.54 | |
| 0.9500 | 180.13 | |
| 5.7055 | 6.29 |
Estimation Period:
Jan 3, 2006 to Feb 6, 2026
Jan 3, 2006 to Feb 6, 2026
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