CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:194.27% (+6.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0315 | 19.76 | |
| 0.1242 | 26.31 | |
| 0.9074 | 182.57 | |
| 5.3134 | 8.15 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
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