CBOE Goldman Sachs Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:101.01% (-12.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5775 | 7.71 | |
| 0.1745 | 6.72 | |
| 0.6370 | 12.38 | |
| 0.1860 | 5.79 | |
| -0.2608 | -5.28 | |
| 0.0938 | 2.58 | |
| -0.0303 | -0.66 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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