CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:190.78% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 153.9346 | 19.20 | |
| 0.1129 | 10.95 | |
| 0.7823 | 53.44 | |
| 5.2822 | 3.14 |
Estimation Period:
Jan 3, 2011 to Jan 9, 2026
Jan 3, 2011 to Jan 9, 2026
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