V-Lab
CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:114.36% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2737 | 5.72 | |
| 0.2693 | 4.87 | |
| 0.1526 | 1.87 | |
| 0.1840 | 2.35 | |
| -0.2272 | -2.00 | |
| -0.0099 | -0.13 | |
| 0.1164 | 1.90 | |
| -0.0855 | -2.05 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
News Impact Curve
Volatility Forecasts
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