V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:178.02% (-26.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5928 | 7.59 | |
| 0.1807 | 6.70 | |
| 0.6328 | 11.92 | |
| 0.2014 | 5.55 | |
| -0.2728 | -4.95 | |
| 0.0809 | 2.19 | |
| -0.0050 | -0.19 |
Estimation Period:
Jan 7, 2011 to Apr 11, 2025
Jan 7, 2011 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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