V-Lab
CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:96.26% (-5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.5045 | 12.33 | |
| 0.1704 | 23.66 | |
| 0.9086 | 116.65 | |
| 4.7496 | 9.58 |
Estimation Period:
Jul 17, 2006 to Jun 18, 2025
Jul 17, 2006 to Jun 18, 2025
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