CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:56.40% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3514 | 12.55 | |
| 0.1724 | 23.55 | |
| 0.9051 | 114.22 | |
| 4.7076 | 9.72 |
Estimation Period:
Jul 17, 2006 to Nov 28, 2025
Jul 17, 2006 to Nov 28, 2025
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