CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
93.12%
decreased by 3.41%
1 Week
93.54%
decreased by 2.99%
1 Month
94.71%
decreased by 1.82%
Analysis last updated: Tuesday, March 31, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7497 | 7.73 | |
| 0.0581 | 0.20 | |
| 0.8776 | 168.90 | |
| -1.0000 | -0.14 | |
| 1.4346 | 24.77 |
Estimation Period:
Jan 7, 2011 to Mar 27, 2026
Jan 7, 2011 to Mar 27, 2026
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