V-Lab

CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:133.92% (+1.59%)
Analysis last updated: Wednesday, July 30, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index S0GARCH
paramt-stat
ω0.90475.58
α0.12596.97
β0.729919.14
γ1-0.0006-0.02
γ20.04580.86
γ3-0.0823-2.03
γ40.04931.19
γ5-0.0249-0.75
γ60.04701.62
γ7-0.0610-2.49
Estimation Period:
Oct 6, 1997 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts