V-Lab
CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:199.15% (+90.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2770 | 5.72 | |
| 0.2722 | 4.87 | |
| 0.1520 | 1.87 | |
| 0.1849 | 2.35 | |
| -0.2270 | -1.99 | |
| -0.0125 | -0.16 | |
| 0.1183 | 1.90 | |
| -0.0857 | -2.02 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
News Impact Curve
Volatility Forecasts
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