V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:176.14% (+8.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.0447 | 18.16 | |
| 0.1102 | 11.12 | |
| 0.7967 | 55.07 | |
| 5.2358 | 3.16 |
Estimation Period:
Jan 3, 2011 to Jul 25, 2025
Jan 3, 2011 to Jul 25, 2025
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