V-Lab
CBOE S&P 500 One-Year Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:28.45% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0388 | 8.87 | |
| 0.1667 | 24.91 | |
| 0.9412 | 141.02 | |
| 4.9473 | 9.27 |
Estimation Period:
Jan 3, 2007 to Jul 25, 2025
Jan 3, 2007 to Jul 25, 2025
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