V-Lab: CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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 ·

Parameter Estimates

	param	t-stat
$ω$	0.9047	5.58
$α$	0.1259	6.97
$β$	0.7299	19.14
$γ_{1}$	-0.0006	-0.02
$γ_{2}$	0.0458	0.86
$γ_{3}$	-0.0823	-2.03
$γ_{4}$	0.0493	1.19
$γ_{5}$	-0.0249	-0.75
$γ_{6}$	0.0470	1.62
$γ_{7}$	-0.0610	-2.49

Estimation Period:
Oct 6, 1997 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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