V-Lab
V-Lab
CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:202.54% (-16.87%)
Analysis last updated: Thursday, July 3, 2025 at 11:36 AM UTC
Date Range:

from

to

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1Y ·

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graph of CBOE DJIA Volatility Index GARCH
paramt-stat
ω2.802816.78
α0.110326.63
β0.8372125.59
Estimation Period:
Oct 6, 1997 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts