CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:106.54% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.9412 | 20.10 | |
| 0.1247 | 26.37 | |
| 0.9061 | 182.49 | |
| 5.3318 | 8.13 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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