CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:71.84% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5724 | 7.69 | |
| 0.1748 | 6.72 | |
| 0.6368 | 12.41 | |
| 0.1841 | 5.74 | |
| -0.2561 | -5.25 | |
| 0.0850 | 2.61 | |
| -0.0087 | -0.39 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices