V-Lab: CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:233.85% (-28.16%)

Analysis last updated: Wednesday, July 2, 2025 at 11:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9122	5.65
$α$	0.1248	6.93
$β$	0.7320	19.27
$γ_{1}$	-0.0006	-0.02
$γ_{2}$	0.0465	0.87
$γ_{3}$	-0.0836	-2.04
$γ_{4}$	0.0502	1.21
$γ_{5}$	-0.0262	-0.79
$γ_{6}$	0.0495	1.70
$γ_{7}$	-0.0635	-2.57

Estimation Period:
Oct 6, 1997 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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