V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:188.19% (+21.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.0326 | 18.52 | |
| 0.1115 | 11.00 | |
| 0.7899 | 54.15 | |
| 5.2378 | 3.16 |
Estimation Period:
Jan 3, 2011 to Sep 12, 2025
Jan 3, 2011 to Sep 12, 2025
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