V-Lab
CBOE Goldman Sachs Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:84.35% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5855 | 7.65 | |
| 0.1788 | 6.69 | |
| 0.6324 | 12.06 | |
| 0.2000 | 5.64 | |
| -0.2728 | -5.06 | |
| 0.0851 | 2.35 | |
| -0.0091 | -0.36 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
News Impact Curve
Volatility Forecasts
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