CBOE Goldman Sachs Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:102.79% (+26.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.6082 | 10.91 | |
| 0.1570 | 19.00 | |
| 0.8908 | 82.92 | |
| 4.3173 | 8.25 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
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