V-Lab
CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:177.62% (-8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.5536 | 18.13 | |
| 0.1106 | 11.11 | |
| 0.7965 | 55.01 | |
| 5.2309 | 3.17 |
Estimation Period:
Jan 3, 2011 to Jun 27, 2025
Jan 3, 2011 to Jun 27, 2025
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