CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:69.21% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3314 | 12.46 | |
| 0.1726 | 23.57 | |
| 0.9050 | 113.46 | |
| 4.6787 | 9.80 |
Estimation Period:
Jul 17, 2006 to Oct 31, 2025
Jul 17, 2006 to Oct 31, 2025
Other CBOE 3-Month Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices