CBOE S&P 500 One-Year Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:23.25% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9955 | 8.83 | |
| 0.1675 | 25.10 | |
| 0.9412 | 140.22 | |
| 4.9094 | 9.46 |
Estimation Period:
Jan 3, 2007 to Nov 7, 2025
Jan 3, 2007 to Nov 7, 2025
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