CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:93.43% (-10.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5771 | 7.70 | |
| 0.1755 | 6.71 | |
| 0.6354 | 12.22 | |
| 0.1907 | 5.75 | |
| -0.2644 | -5.24 | |
| 0.0887 | 2.63 | |
| -0.0124 | -0.54 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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