CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:52.97% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2701 | 12.57 | |
| 0.1732 | 23.62 | |
| 0.9044 | 113.68 | |
| 4.6871 | 9.82 |
Estimation Period:
Jul 17, 2006 to Jan 23, 2026
Jul 17, 2006 to Jan 23, 2026
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