CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:412.33% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 577.3470 | 3.20 | |
| 0.0180 | 3.90 | |
| 0.9884 | 137.48 | |
| 5.3489 | 1.12 |
Estimation Period:
May 13, 2022 to Jan 30, 2026
May 13, 2022 to Jan 30, 2026
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