CBOE S&P 500 6-Month Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:49.25% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3615 | 11.20 | |
| 0.1856 | 24.14 | |
| 0.9161 | 120.42 | |
| 4.8978 | 9.54 |
Estimation Period:
Jan 2, 2008 to Feb 27, 2026
Jan 2, 2008 to Feb 27, 2026
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