CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:73.03% (+18.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2962 | 12.50 | |
| 0.1724 | 23.58 | |
| 0.9050 | 113.75 | |
| 4.6859 | 9.78 |
Estimation Period:
Jul 17, 2006 to Nov 7, 2025
Jul 17, 2006 to Nov 7, 2025
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