CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:100.96% (-15.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.7033 | 10.99 | |
| 0.1579 | 19.02 | |
| 0.8905 | 83.26 | |
| 4.3378 | 8.23 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
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