V-Lab
CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:93.79% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7098 | 7.89 | |
| 0.0620 | 0.35 | |
| 0.8755 | 166.06 | |
| -1.0000 | -0.25 | |
| 1.3871 | 24.63 |
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Jan 7, 2011 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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