V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:66.63% (-0.41%)
Analysis last updated: Wednesday, May 1, 2024 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4213 | 7.37 | |
| 0.1560 | 6.02 | |
| 0.6809 | 13.28 | |
| 0.1214 | 5.50 | |
| -0.1837 | -5.67 | |
| 0.0839 | 4.70 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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