CBOE S&P 500 6-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:36.62% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4634 | 11.07 | |
| 0.1852 | 24.01 | |
| 0.9173 | 120.79 | |
| 4.9321 | 9.37 |
Estimation Period:
Jan 2, 2008 to Nov 28, 2025
Jan 2, 2008 to Nov 28, 2025
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