CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:179.07% (-11.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9013 | 5.72 | |
| 0.1328 | 7.23 | |
| 0.7160 | 18.60 | |
| 0.0001 | 0.00 | |
| 0.0436 | 0.88 | |
| -0.0805 | -2.14 | |
| 0.0488 | 1.23 | |
| -0.0224 | -0.68 | |
| 0.0417 | 1.47 | |
| -0.0566 | -2.45 |
Estimation Period:
Oct 6, 1997 to Jan 16, 2026
Oct 6, 1997 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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