CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:166.76% (+20.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9005 | 5.74 | |
| 0.1328 | 7.23 | |
| 0.7148 | 18.44 | |
| 0.0005 | 0.02 | |
| 0.0427 | 0.86 | |
| -0.0799 | -2.15 | |
| 0.0486 | 1.24 | |
| -0.0222 | -0.67 | |
| 0.0415 | 1.48 | |
| -0.0566 | -2.50 |
Estimation Period:
Oct 6, 1997 to Feb 6, 2026
Oct 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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