CBOE 3-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:86.51% (+21.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3341 | 12.60 | |
| 0.1743 | 23.55 | |
| 0.9037 | 113.35 | |
| 4.6860 | 9.86 |
Estimation Period:
Jul 17, 2006 to Feb 6, 2026
Jul 17, 2006 to Feb 6, 2026
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