CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:85.84% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5692 | 7.70 | |
| 0.1746 | 6.76 | |
| 0.6362 | 12.39 | |
| 0.1823 | 5.77 | |
| -0.2549 | -5.31 | |
| 0.0875 | 2.73 | |
| -0.0116 | -0.54 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices