V-Lab
CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:135.64% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9123 | 5.66 | |
| 0.1254 | 6.95 | |
| 0.7309 | 19.23 | |
| -0.0004 | -0.01 | |
| 0.0463 | 0.87 | |
| -0.0834 | -2.05 | |
| 0.0500 | 1.21 | |
| -0.0258 | -0.78 | |
| 0.0489 | 1.69 | |
| -0.0629 | -2.56 |
Estimation Period:
Oct 6, 1997 to Jul 11, 2025
Oct 6, 1997 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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