V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:196.86% (+38.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.3899 | 18.14 | |
| 0.1111 | 11.14 | |
| 0.7961 | 55.00 | |
| 5.2253 | 3.19 |
Estimation Period:
Jan 3, 2011 to Jul 3, 2025
Jan 3, 2011 to Jul 3, 2025
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