CBOE Goldman Sachs Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:84.82% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5727 | 7.71 | |
| 0.1745 | 6.76 | |
| 0.6365 | 12.39 | |
| 0.1836 | 5.78 | |
| -0.2578 | -5.29 | |
| 0.0922 | 2.55 | |
| -0.0233 | -0.51 |
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 Spline-GARCH Analyses on Volatility Indices