CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:409.77% (-5.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 588.7867 | 3.51 | |
| 0.0185 | 4.29 | |
| 0.9895 | 179.77 | |
| 5.2545 | 1.45 |
Estimation Period:
May 13, 2022 to Nov 28, 2025
May 13, 2022 to Nov 28, 2025
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