CBOE Goldman Sachs Volatility Index

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	param	t-stat
$ω$	1.3694	7.02
$α$	0.0777	6.78
$β$	0.8825	46.84
$γ_{1}$	-0.1241	-3.32
$γ_{2}$	0.2934	4.90
$γ_{3}$	-0.3169	-6.21
$γ_{4}$	0.2204	4.38
$γ_{5}$	-0.0668	-1.36
$γ_{6}$	-0.0253	-0.53
$γ_{7}$	0.0435	0.76

V-Lab

Goldman Sachs Group Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.11% (+4.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Goldman Sachs Group Inc/The Analyses