V-Lab
V-Lab
CBOE DJIA Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:94.29% (-5.22%)
Analysis last updated: Monday, May 19, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index AGARCH
paramt-stat
ω1.36989.50
α0.107943.68
β0.8342209.39
γ-3.9511-18.27
Estimation Period:
Oct 6, 1997 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts