CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:108.53% (+28.09%)
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
Other CBOE 3-Month Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices