V-Lab
V-Lab
CBOE DJIA Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:130.57% (-4.01%)
Analysis last updated: Monday, July 14, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE DJIA Volatility Index APARCH
paramt-stat
ω0.71359.61
α0.090912.77
β0.8762163.98
γ-0.5644-7.69
δ1.436424.03
Estimation Period:
Oct 6, 1997 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts