CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:92.76% (+16.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.1955 | 3.60 | |
| 0.1302 | 14.47 | |
| 0.9205 | 39.68 | |
| 2.7924 | 12.53 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
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