CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:116.36% (-8.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0073 | 19.97 | |
| 0.1242 | 26.37 | |
| 0.9070 | 183.53 | |
| 5.3316 | 8.13 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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