CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:172.67% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9024 | 5.68 | |
| 0.1325 | 7.26 | |
| 0.7184 | 19.04 | |
| -0.0006 | -0.02 | |
| 0.0453 | 0.89 | |
| -0.0819 | -2.12 | |
| 0.0497 | 1.23 | |
| -0.0246 | -0.74 | |
| 0.0466 | 1.62 | |
| -0.0616 | -2.59 |
Estimation Period:
Oct 6, 1997 to Nov 14, 2025
Oct 6, 1997 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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