V-Lab
CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:128.57% (-1.15%)
Analysis last updated: Wednesday, April 24, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0523 | 8.18 | |
| 0.1112 | 5.93 | |
| 0.7807 | 19.03 | |
| 0.0364 | 3.52 | |
| -0.0515 | -3.13 | |
| 0.0235 | 1.92 | |
| -0.0140 | -1.63 |
Estimation Period:
Oct 6, 1997 to Apr 19, 2024
Oct 6, 1997 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other CBOE DJIA Volatility Index Analyses