CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:132.31% (+26.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.8985 | 20.24 | |
| 0.1248 | 26.38 | |
| 0.9054 | 182.53 | |
| 5.3337 | 8.14 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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