CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:143.23% (-15.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.1655 | 20.27 | |
| 0.1254 | 26.51 | |
| 0.9060 | 184.59 | |
| 5.3396 | 8.22 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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