CBOE S&P 500 One-Year Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.83% (+9.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9793 | 8.68 | |
| 0.1683 | 25.33 | |
| 0.9423 | 140.77 | |
| 4.8911 | 9.63 |
Estimation Period:
Jan 3, 2007 to Jan 30, 2026
Jan 3, 2007 to Jan 30, 2026
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