CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:199.62% (-15.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.3230 | 19.12 | |
| 0.1135 | 11.02 | |
| 0.7832 | 53.70 | |
| 5.2755 | 3.17 |
Estimation Period:
Jan 3, 2011 to Nov 28, 2025
Jan 3, 2011 to Nov 28, 2025
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