CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:198.92% (+29.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.4245 | 19.05 | |
| 0.1136 | 10.80 | |
| 0.7771 | 51.89 | |
| 5.2017 | 3.19 |
Estimation Period:
Jan 3, 2011 to Jan 30, 2026
Jan 3, 2011 to Jan 30, 2026
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