CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:115.11% (+32.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.8370 | 19.61 | |
| 0.1228 | 26.18 | |
| 0.9080 | 182.88 | |
| 5.3004 | 8.11 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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