CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:101.04% (-19.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.0169 | 11.42 | |
| 0.1585 | 19.19 | |
| 0.8885 | 84.99 | |
| 4.3885 | 8.18 |
Estimation Period:
Jan 7, 2011 to Jan 23, 2026
Jan 7, 2011 to Jan 23, 2026
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