CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:92.34% (-8.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 72.3309 | 3.63 | |
| 0.1291 | 14.44 | |
| 0.9205 | 39.89 | |
| 2.7992 | 12.37 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
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