V-Lab
CBOE Goldman Sachs Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:81.04% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4818 | 22.34 | |
| 0.1602 | 34.99 | |
| 0.7024 | 101.77 | |
| -2.4526 | -17.23 |
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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