V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:175.78% (-15.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 155.0424 | 17.96 | |
| 0.1109 | 11.16 | |
| 0.7981 | 55.12 | |
| 5.2140 | 3.20 |
Estimation Period:
Jan 3, 2011 to May 23, 2025
Jan 3, 2011 to May 23, 2025
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