V-Lab
CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:368.82% (+14.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 555.3637 | 3.26 | |
| 0.0201 | 4.28 | |
| 0.9878 | 137.87 | |
| 4.9835 | 1.46 |
Estimation Period:
May 13, 2022 to Jul 25, 2025
May 13, 2022 to Jul 25, 2025
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