CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:211.58% (-33.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.3785 | 19.22 | |
| 0.1135 | 11.00 | |
| 0.7826 | 53.60 | |
| 5.2926 | 3.16 |
Estimation Period:
Jan 3, 2011 to Dec 19, 2025
Jan 3, 2011 to Dec 19, 2025
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