V-Lab
CBOE Google Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:102.11% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2033 | 5.47 | |
| 0.2686 | 4.97 | |
| 0.1680 | 2.02 | |
| 0.1278 | 2.32 | |
| -0.2068 | -2.67 | |
| 0.1126 | 2.70 | |
| -0.0391 | -1.54 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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