CBOE Goldman Sachs Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:91.39% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.32 | |
| 0.1630 | 27.32 | |
| 0.7077 | 68.95 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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