CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:89.31% (+7.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2199 | 12.73 | |
| 0.1732 | 23.61 | |
| 0.9036 | 114.23 | |
| 4.6872 | 9.85 |
Estimation Period:
Jul 17, 2006 to Feb 27, 2026
Jul 17, 2006 to Feb 27, 2026
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