V-Lab: CBOE Google Volatility Index Spline-GARCH Volatility Analysis

V-Lab

CBOE Google Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:114.67% (-0.55%)

Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1979	5.46
$α$	0.2746	5.07
$β$	0.1539	1.97
$γ_{1}$	0.1229	2.22
$γ_{2}$	-0.1951	-2.48
$γ_{3}$	0.0912	1.94
$γ_{4}$	0.0135	0.23

Estimation Period:
Jan 7, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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