CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:274.48% (+53.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 155.0555 | 19.23 | |
| 0.1154 | 10.75 | |
| 0.7727 | 51.44 | |
| 5.2044 | 3.21 |
Estimation Period:
Jan 3, 2011 to Feb 6, 2026
Jan 3, 2011 to Feb 6, 2026
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