CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:186.40% (-16.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9018 | 5.63 | |
| 0.1297 | 7.09 | |
| 0.7255 | 19.02 | |
| -0.0005 | -0.01 | |
| 0.0453 | 0.88 | |
| -0.0822 | -2.10 | |
| 0.0501 | 1.23 | |
| -0.0253 | -0.76 | |
| 0.0476 | 1.64 | |
| -0.0623 | -2.58 |
Estimation Period:
Oct 6, 1997 to Oct 24, 2025
Oct 6, 1997 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other CBOE DJIA Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices