V-Lab
CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:79.61% (+5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.1636 | 10.86 | |
| 0.1606 | 18.91 | |
| 0.8902 | 82.28 | |
| 4.3355 | 8.27 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
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