CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:223.40% (-26.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8982 | 5.75 | |
| 0.1318 | 7.23 | |
| 0.7173 | 18.75 | |
| 0.0010 | 0.03 | |
| 0.0418 | 0.85 | |
| -0.0795 | -2.17 | |
| 0.0490 | 1.26 | |
| -0.0233 | -0.71 | |
| 0.0437 | 1.57 | |
| -0.0594 | -2.66 |
Estimation Period:
Oct 6, 1997 to Mar 6, 2026
Oct 6, 1997 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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