V-Lab
CBOE Goldman Sachs Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:73.70% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4263 | 22.37 | |
| 0.1579 | 35.06 | |
| 0.7049 | 103.25 | |
| -2.4761 | -17.39 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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