V-Lab

CBOE DJIA Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:223.39% (+79.19%)
Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index S0GARCH
paramt-stat
ω0.91225.65
α0.12486.93
β0.732019.27
γ1-0.0006-0.02
γ20.04650.87
γ3-0.0836-2.04
γ40.05021.21
γ5-0.0262-0.79
γ60.04951.70
γ7-0.0635-2.57
Estimation Period:
Oct 6, 1997 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts