V-Lab: CBOE Volatility Index GAS-GARCH Student T Volatility Analysis

V-Lab

CBOE Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:87.17% (-7.84%)

Analysis last updated: Friday, July 11, 2025 at 11:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.8545	19.61
$α$	0.1224	26.36
$β$	0.9096	185.97
$ν$	5.3343	8.08

Estimation Period:
Jan 2, 1990 to Jul 4, 2025