CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:126.68% (+13.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.0926 | 3.58 | |
| 0.1293 | 14.41 | |
| 0.9207 | 39.50 | |
| 2.7879 | 12.47 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
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