V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:124.73% (-20.64%)
Analysis last updated: Monday, January 20, 2025 at 12:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3493 | 7.34 | |
| 0.1706 | 6.31 | |
| 0.6470 | 12.25 | |
| 0.0965 | 4.94 | |
| -0.1464 | -5.16 | |
| 0.0669 | 4.28 |
Estimation Period:
Jan 7, 2011 to Jan 17, 2025
Jan 7, 2011 to Jan 17, 2025
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