V-Lab
CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:131.77% (+28.44%)
Analysis last updated: Tuesday, March 11, 2025 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.8623 | 12.00 | |
| 0.1712 | 22.23 | |
| 0.9077 | 112.02 | |
| 5 | 8.82 |
Estimation Period:
Jul 17, 2006 to Mar 7, 2025
Jul 17, 2006 to Mar 7, 2025
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