V-Lab
CBOE Goldman Sachs Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:60.82% (-1.78%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0974 | 4.88 | |
| 0.0866 | 15.52 | |
| 0.9731 | 259.78 | |
| 0.1219 | 18.34 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses