V-Lab
CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:62.24% (-10.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4351 | 12.36 | |
| 0.1701 | 23.63 | |
| 0.9082 | 116.41 | |
| 4.7443 | 9.57 |
Estimation Period:
Jul 17, 2006 to Jun 27, 2025
Jul 17, 2006 to Jun 27, 2025
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