CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:81.17% (+8.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.0516 | 11.30 | |
| 0.1579 | 19.21 | |
| 0.8896 | 84.81 | |
| 4.3734 | 8.21 |
Estimation Period:
Jan 7, 2011 to Jan 2, 2026
Jan 7, 2011 to Jan 2, 2026
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