CBOE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:89.69% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.9718 | 20.16 | |
| 0.1247 | 26.42 | |
| 0.9060 | 183.00 | |
| 5.3408 | 8.13 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
Other CBOE Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices