V-Lab
CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 26th, 2025:429.90% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 597.5043 | 3.40 | |
| 0.0196 | 4.30 | |
| 0.9884 | 171.28 | |
| 5.0739 | 1.54 |
Estimation Period:
May 13, 2022 to Sep 19, 2025
May 13, 2022 to Sep 19, 2025
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