CBOE VIX Tail Hedge Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.78% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8554 | 6.76 | |
| 0.0958 | 28.03 | |
| 0.9847 | 407.24 | |
| 7.1503 | 6.00 |
Estimation Period:
Mar 31, 2006 to Feb 13, 2026
Mar 31, 2006 to Feb 13, 2026
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