V-Lab
CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:181.03% (+27.73%)
Analysis last updated: Tuesday, March 11, 2025 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9202 | 5.54 | |
| 0.1230 | 6.84 | |
| 0.7390 | 19.60 | |
| -0.0021 | -0.05 | |
| 0.0499 | 0.90 | |
| -0.0859 | -2.00 | |
| 0.0501 | 1.17 | |
| -0.0253 | -0.75 | |
| 0.0476 | 1.56 | |
| -0.0606 | -2.27 |
Estimation Period:
Oct 6, 1997 to Mar 7, 2025
Oct 6, 1997 to Mar 7, 2025
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