CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:102.69% (-10.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.9028 | 19.97 | |
| 0.1242 | 26.33 | |
| 0.9065 | 182.53 | |
| 5.3155 | 8.13 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
Other CBOE Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices