CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:121.82% (+8.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 70.6594 | 3.83 | |
| 0.1314 | 14.48 | |
| 0.9162 | 39.84 | |
| 2.8196 | 12.24 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
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