CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:240.38% (+59.58%)
Parameter Estimates
param | t-stat | |
---|---|---|
154.2715 | 18.49 | |
0.1118 | 10.90 | |
0.7873 | 53.66 | |
5.2181 | 3.16 |
Estimation Period:
Jan 3, 2011 to Oct 10, 2025
Jan 3, 2011 to Oct 10, 2025
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