CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:210.51% (+22.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.1747 | 19.20 | |
| 0.1139 | 11.01 | |
| 0.7816 | 53.28 | |
| 5.2745 | 3.18 |
Estimation Period:
Jan 3, 2011 to Dec 5, 2025
Jan 3, 2011 to Dec 5, 2025
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