CBOE Google Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:106.48% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71.5314 | 3.67 | |
| 0.1291 | 14.51 | |
| 0.9203 | 40.34 | |
| 2.8099 | 12.31 |
Estimation Period:
Jan 7, 2011 to Dec 31, 2025
Jan 7, 2011 to Dec 31, 2025
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