CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:72.50% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5713 | 7.71 | |
| 0.1765 | 6.77 | |
| 0.6323 | 12.22 | |
| 0.1829 | 5.76 | |
| -0.2548 | -5.27 | |
| 0.0853 | 2.65 | |
| -0.0092 | -0.43 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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