CBOE Goldman Sachs Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:87.35% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7396 | 7.83 | |
| 0.0609 | 0.27 | |
| 0.8751 | 165.71 | |
| -1.0000 | -0.19 | |
| 1.4085 | 24.76 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
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