CBOE Goldman Sachs Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:87.36% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5772 | 7.73 | |
| 0.1764 | 6.76 | |
| 0.6323 | 12.19 | |
| 0.1852 | 5.80 | |
| -0.2601 | -5.31 | |
| 0.0942 | 2.60 | |
| -0.0315 | -0.69 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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