CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:74.93% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7364 | 7.77 | |
| 0.0596 | 0.23 | |
| 0.8768 | 167.78 | |
| -1.0000 | -0.17 | |
| 1.4226 | 24.82 |
Estimation Period:
Jan 7, 2011 to Dec 26, 2025
Jan 7, 2011 to Dec 26, 2025
News Impact Curve
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