CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:76.39% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.8885 | 20.15 | |
| 0.1244 | 26.43 | |
| 0.9063 | 183.28 | |
| 5.3427 | 8.12 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
Other CBOE Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices