CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:114.01% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71.3669 | 3.71 | |
| 0.1296 | 14.50 | |
| 0.9193 | 40.22 | |
| 2.8119 | 12.29 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
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