V-Lab
CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:170.26% (-11.64%)
Analysis last updated: Monday, December 30, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9184 | 5.45 | |
| 0.1231 | 6.88 | |
| 0.7417 | 20.10 | |
| -0.0038 | -0.10 | |
| 0.0532 | 0.93 | |
| -0.0879 | -1.99 | |
| 0.0508 | 1.17 | |
| -0.0267 | -0.79 | |
| 0.0513 | 1.64 | |
| -0.0645 | -2.32 |
Estimation Period:
Oct 6, 1997 to Dec 27, 2024
Oct 6, 1997 to Dec 27, 2024
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