V-Lab
CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:387.79% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 559.6244 | 3.47 | |
| 0.0200 | 4.52 | |
| 0.9885 | 159.66 | |
| 4.8871 | 1.71 |
Estimation Period:
May 13, 2022 to May 2, 2025
May 13, 2022 to May 2, 2025
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