V-Lab

CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:135.64% (-3.32%)
Analysis last updated: Thursday, July 17, 2025 at 11:37 AM UTC
Date Range:

from

to

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1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE DJIA Volatility Index S0GARCH
paramt-stat
ω0.91235.66
α0.12546.95
β0.730919.23
γ1-0.0004-0.01
γ20.04630.87
γ3-0.0834-2.05
γ40.05001.21
γ5-0.0258-0.78
γ60.04891.69
γ7-0.0629-2.56
Estimation Period:
Oct 6, 1997 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts