CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:99.05% (+16.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5672 | 7.68 | |
| 0.1722 | 6.76 | |
| 0.6425 | 12.70 | |
| 0.1817 | 5.78 | |
| -0.2551 | -5.33 | |
| 0.0898 | 2.81 | |
| -0.0142 | -0.66 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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