V-Lab
CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:143.62% (+34.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.9878 | 3.68 | |
| 0.1329 | 14.27 | |
| 0.9173 | 38.83 | |
| 2.8144 | 12.21 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
Other CBOE Google Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices