V-Lab
CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:68.83% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4588 | 12.28 | |
| 0.1712 | 23.75 | |
| 0.9099 | 117.79 | |
| 4.8000 | 9.47 |
Estimation Period:
Jul 17, 2006 to May 2, 2025
Jul 17, 2006 to May 2, 2025
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