CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
66.23%
decreased by 1.34%
1 Week
69.71%
increased by 2.14%
1 Month
79.24%
increased by 11.67%
Analysis last updated: Friday, May 8, 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 | |
|---|---|---|
| 0.7377 | 7.74 | |
| 0.0577 | 0.20 | |
| 0.8789 | 171.23 | |
| -1.0000 | -0.14 | |
| 1.4351 | 24.85 |
Estimation Period:
Jan 7, 2011 to May 1, 2026
Jan 7, 2011 to May 1, 2026
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