V-Lab
V-Lab
CBOE DJIA Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:182.97% (-15.45%)
Analysis last updated: Thursday, April 24, 2025 at 11:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index EGARCH
paramt-stat
ω0.177213.26
α0.170317.60
β0.9557323.52
γ0.123413.85
Estimation Period:
Oct 6, 1997 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts