CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:75.05% (-9.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.2255 | 11.21 | |
| 0.1583 | 19.16 | |
| 0.8895 | 84.16 | |
| 4.3586 | 8.24 |
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Jan 7, 2011 to Dec 12, 2025
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