CBOE S&P 500 6-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.10% (+15.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4392 | 11.09 | |
| 0.1866 | 24.08 | |
| 0.9163 | 119.69 | |
| 4.8937 | 9.56 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
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