V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:83.98% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5880 | 7.63 | |
| 0.1820 | 6.74 | |
| 0.6282 | 11.96 | |
| 0.2003 | 5.59 | |
| -0.2721 | -5.01 | |
| 0.0822 | 2.25 | |
| -0.0060 | -0.23 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
News Impact Curve
Volatility Forecasts
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