V-Lab
CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:160.05% (-11.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6765 | 7.83 | |
| 0.0610 | 0.34 | |
| 0.8801 | 169.51 | |
| -1.0000 | -0.23 | |
| 1.3893 | 24.69 |
Estimation Period:
Jan 7, 2011 to Apr 17, 2025
Jan 7, 2011 to Apr 17, 2025
News Impact Curve
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