CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:108.32% (+13.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4105 | 12.63 | |
| 0.1745 | 23.63 | |
| 0.9041 | 114.24 | |
| 4.6891 | 9.93 |
Estimation Period:
Jul 17, 2006 to Mar 6, 2026
Jul 17, 2006 to Mar 6, 2026
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