CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:74.57% (+5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5756 | 7.71 | |
| 0.1756 | 6.71 | |
| 0.6340 | 12.15 | |
| 0.1891 | 5.76 | |
| -0.2624 | -5.25 | |
| 0.0875 | 2.62 | |
| -0.0112 | -0.49 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices