V-Lab
V-Lab
CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:126.44% (-2.40%)
Analysis last updated: Friday, March 21, 2025 at 11:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index GARCH
paramt-stat
ω2.814016.30
α0.109226.15
β0.8366121.24
Estimation Period:
Oct 6, 1997 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts