CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:142.05% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8998 | 5.74 | |
| 0.1324 | 7.21 | |
| 0.7157 | 18.51 | |
| 0.0006 | 0.02 | |
| 0.0425 | 0.86 | |
| -0.0798 | -2.16 | |
| 0.0486 | 1.24 | |
| -0.0221 | -0.67 | |
| 0.0411 | 1.47 | |
| -0.0563 | -2.49 |
Estimation Period:
Oct 6, 1997 to Feb 13, 2026
Oct 6, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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