CBOE S&P 500 One-Year Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.68% (+6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9870 | 8.74 | |
| 0.1686 | 25.24 | |
| 0.9417 | 140.35 | |
| 4.8957 | 9.60 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
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