CBOE Goldman Sachs Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:72.68% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.27 | |
| 0.1637 | 27.24 | |
| 0.7070 | 68.62 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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