V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:224.10% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.8380 | 18.13 | |
| 0.1112 | 11.13 | |
| 0.7960 | 54.96 | |
| 5.2276 | 3.19 |
Estimation Period:
Jan 3, 2011 to Jun 18, 2025
Jan 3, 2011 to Jun 18, 2025
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