CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:114.14% (+9.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.8982 | 19.99 | |
| 0.1245 | 26.33 | |
| 0.9060 | 181.94 | |
| 5.3113 | 8.15 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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