V-Lab
CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:102.34% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2020 | 5.48 | |
| 0.2677 | 4.97 | |
| 0.1677 | 2.01 | |
| 0.1273 | 2.32 | |
| -0.2062 | -2.67 | |
| 0.1124 | 2.71 | |
| -0.0391 | -1.55 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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