CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:100.90% (+8.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.3378 | 3.61 | |
| 0.1304 | 14.39 | |
| 0.9199 | 39.38 | |
| 2.7917 | 12.48 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
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