V-Lab
CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:88.78% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.4093 | 10.82 | |
| 0.1614 | 18.88 | |
| 0.8900 | 81.98 | |
| 4.3360 | 8.29 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
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