CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:75.33% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5740 | 7.70 | |
| 0.1752 | 6.72 | |
| 0.6350 | 12.25 | |
| 0.1870 | 5.75 | |
| -0.2598 | -5.26 | |
| 0.0869 | 2.63 | |
| -0.0106 | -0.47 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Goldman Sachs Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices