V-Lab
V-Lab
CBOE DJIA Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:95.03% (-3.87%)
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 APARCH
paramt-stat
ω0.71489.58
α0.091712.80
β0.8748160.87
γ-0.5656-7.72
δ1.430123.75
Estimation Period:
Oct 6, 1997 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts