CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:123.82% (-22.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71.3316 | 3.80 | |
| 0.1320 | 14.50 | |
| 0.9166 | 39.83 | |
| 2.8177 | 12.32 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
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