V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:80.72% (-4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5811 | 7.68 | |
| 0.1766 | 6.67 | |
| 0.6339 | 12.09 | |
| 0.1960 | 5.69 | |
| -0.2692 | -5.15 | |
| 0.0864 | 2.46 | |
| -0.0100 | -0.41 |
Estimation Period:
Jan 7, 2011 to Jul 25, 2025
Jan 7, 2011 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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