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	param	t-stat
$ω$	24.2300	12.59
$α$	0.1735	23.60
$β$	0.9043	113.61
$ν$	4.6945	9.80

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CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 9th, 2026:48.66% (-2.35%)

Date Range:

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses