CBOE Volatility Index

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	param	t-stat
$ω$	0.9887	9.08
$α$	0.1301	7.03
$β$	0.7254	18.75
$γ_{1}$	0.0309	3.98
$γ_{2}$	-0.0440	-3.56
$γ_{3}$	0.0181	1.80
$γ_{4}$	0.0063	0.51

V-Lab

CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:155.07% (-3.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses