CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:105.78% (+15.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5705 | 7.71 | |
| 0.1762 | 6.77 | |
| 0.6331 | 12.26 | |
| 0.1824 | 5.77 | |
| -0.2548 | -5.30 | |
| 0.0868 | 2.71 | |
| -0.0108 | -0.50 |
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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