CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:84.85% (+21.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2175 | 12.61 | |
| 0.1736 | 23.60 | |
| 0.9038 | 113.43 | |
| 4.6763 | 9.87 |
Estimation Period:
Jul 17, 2006 to Jan 30, 2026
Jul 17, 2006 to Jan 30, 2026
Other CBOE 3-Month Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices