V-Lab
CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:56.60% (-7.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4327 | 12.35 | |
| 0.1713 | 23.60 | |
| 0.9076 | 115.81 | |
| 4.7305 | 9.65 |
Estimation Period:
Jul 17, 2006 to Jul 3, 2025
Jul 17, 2006 to Jul 3, 2025
Other CBOE 3-Month Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices