V-Lab
CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:107.83% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2763 | 5.71 | |
| 0.2709 | 4.89 | |
| 0.1528 | 1.89 | |
| 0.1840 | 2.37 | |
| -0.2283 | -2.03 | |
| -0.0070 | -0.09 | |
| 0.1128 | 1.86 | |
| -0.0828 | -2.00 |
Estimation Period:
Jan 7, 2011 to Jun 6, 2025
Jan 7, 2011 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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