CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:96.50% (-5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7371 | 7.77 | |
| 0.0591 | 0.22 | |
| 0.8774 | 168.64 | |
| -1.0000 | -0.16 | |
| 1.4252 | 24.84 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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