V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:102.08% (-15.53%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3622 | 7.31 | |
| 0.1641 | 6.23 | |
| 0.6623 | 13.00 | |
| 0.1007 | 5.06 | |
| -0.1535 | -5.32 | |
| 0.0714 | 4.50 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
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