CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:79.39% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5727 | 7.70 | |
| 0.1747 | 6.71 | |
| 0.6359 | 12.30 | |
| 0.1857 | 5.76 | |
| -0.2584 | -5.27 | |
| 0.0867 | 2.65 | |
| -0.0105 | -0.47 |
Estimation Period:
Jan 7, 2011 to Dec 19, 2025
Jan 7, 2011 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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