CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:69.35% (-5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.5638 | 11.04 | |
| 0.1576 | 19.00 | |
| 0.8900 | 83.11 | |
| 4.3382 | 8.21 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
Other CBOE Goldman Sachs Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices