V-Lab
CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:111.40% (+11.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.3086 | 3.65 | |
| 0.1321 | 14.51 | |
| 0.9196 | 39.67 | |
| 2.8051 | 12.49 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
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