CBOE S&P 500 Constituent Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.79% (-5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.4197 | 10.59 | |
| 0.1214 | 15.67 | |
| 0.9107 | 84.59 | |
| 5.3125 | 4.47 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
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