V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:92.52% (+21.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5839 | 7.66 | |
| 0.1788 | 6.70 | |
| 0.6319 | 12.06 | |
| 0.1970 | 5.65 | |
| -0.2696 | -5.09 | |
| 0.0845 | 2.38 | |
| -0.0081 | -0.33 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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