CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:109.42% (+21.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.2689 | 3.58 | |
| 0.1296 | 14.44 | |
| 0.9207 | 39.50 | |
| 2.7858 | 12.53 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
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