CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:102.99% (+28.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5771 | 7.71 | |
| 0.1748 | 6.66 | |
| 0.6355 | 12.16 | |
| 0.1911 | 5.75 | |
| -0.2645 | -5.23 | |
| 0.0875 | 2.59 | |
| -0.0111 | -0.48 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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