CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:143.21% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9002 | 5.71 | |
| 0.1325 | 7.22 | |
| 0.7162 | 18.68 | |
| -0.0004 | -0.01 | |
| 0.0448 | 0.89 | |
| -0.0816 | -2.14 | |
| 0.0497 | 1.25 | |
| -0.0241 | -0.73 | |
| 0.0453 | 1.59 | |
| -0.0602 | -2.55 |
Estimation Period:
Oct 6, 1997 to Dec 5, 2025
Oct 6, 1997 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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