CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:208.72% (-5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.7661 | 18.60 | |
| 0.1129 | 11.06 | |
| 0.7884 | 54.12 | |
| 5.2371 | 3.20 |
Estimation Period:
Jan 3, 2011 to Oct 17, 2025
Jan 3, 2011 to Oct 17, 2025
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