V-Lab
V-Lab
CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:82.58% (+3.47%)
Analysis last updated: Tuesday, September 16, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index GARCH
paramt-stat
ω2.908916.81
α0.112026.74
β0.8330121.40
Estimation Period:
Oct 6, 1997 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts