CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:167.36% (+10.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9890 | 9.08 | |
| 0.1303 | 7.04 | |
| 0.7250 | 18.75 | |
| 0.0309 | 3.96 | |
| -0.0439 | -3.53 | |
| 0.0178 | 1.76 | |
| 0.0071 | 0.56 |
Estimation Period:
Oct 6, 1997 to Jan 30, 2026
Oct 6, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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