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 Monday, June 30th, 2025:106.47% (-11.86%)

Analysis last updated: Monday, June 30, 2025 at 11:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.8996	19.52
$α$	0.1220	26.41
$β$	0.9104	186.59
$ν$	5.3362	8.07

Estimation Period:
Jan 2, 1990 to Jun 27, 2025