V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:252.85% (+38.70%)
Analysis last updated: Tuesday, March 11, 2025 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 153.8640 | 17.51 | |
| 0.1099 | 10.67 | |
| 0.7984 | 54.83 | |
| 5 | 3.08 |
Estimation Period:
Jan 3, 2011 to Mar 7, 2025
Jan 3, 2011 to Mar 7, 2025
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