CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:51.32% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2411 | 12.67 | |
| 0.1731 | 23.56 | |
| 0.9040 | 113.81 | |
| 4.7093 | 9.73 |
Estimation Period:
Jul 17, 2006 to Dec 12, 2025
Jul 17, 2006 to Dec 12, 2025
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