CBOE 1-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:422.04% (+8.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 588.2346 | 3.26 | |
| 0.0184 | 3.93 | |
| 0.9883 | 145.35 | |
| 5.4379 | 1.13 |
Estimation Period:
May 13, 2022 to Feb 6, 2026
May 13, 2022 to Feb 6, 2026
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