CBOE S&P 500 One-Year Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:25.77% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9759 | 8.91 | |
| 0.1673 | 25.06 | |
| 0.9409 | 140.71 | |
| 4.9248 | 9.41 |
Estimation Period:
Jan 3, 2007 to Nov 28, 2025
Jan 3, 2007 to Nov 28, 2025
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