CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:75.38% (+25.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3096 | 12.21 | |
| 0.1705 | 23.45 | |
| 0.9068 | 113.48 | |
| 4.6624 | 9.77 |
Estimation Period:
Jul 17, 2006 to Oct 10, 2025
Jul 17, 2006 to Oct 10, 2025
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