CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:165.38% (+40.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9111 | 5.58 | |
| 0.1255 | 6.96 | |
| 0.7344 | 19.38 | |
| -0.0000 | -0.00 | |
| 0.0446 | 0.85 | |
| -0.0815 | -2.05 | |
| 0.0485 | 1.18 | |
| -0.0219 | -0.65 | |
| 0.0398 | 1.40 | |
| -0.0531 | -2.28 |
Estimation Period:
Oct 6, 1997 to Oct 10, 2025
Oct 6, 1997 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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