CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:90.84% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7450 | 7.73 | |
| 0.0589 | 0.20 | |
| 0.8773 | 168.43 | |
| -1.0000 | -0.14 | |
| 1.4349 | 24.86 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
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