CBOE S&P 500 9-Day Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:166.90% (-11.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 154.1973 | 18.98 | |
| 0.1137 | 10.98 | |
| 0.7823 | 53.27 | |
| 5.2450 | 3.18 |
Estimation Period:
Jan 3, 2011 to Nov 7, 2025
Jan 3, 2011 to Nov 7, 2025
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