CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:429.22% (+7.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 587.3291 | 3.34 | |
| 0.0185 | 3.85 | |
| 0.9883 | 147.18 | |
| 5.6300 | 1.07 |
Estimation Period:
May 13, 2022 to Mar 6, 2026
May 13, 2022 to Mar 6, 2026
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