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 Friday, August 29th, 2025:133.12% (-2.85%)

Analysis last updated: Friday, August 29, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9121	5.66
$α$	0.1258	6.97
$β$	0.7306	19.15
$γ_{1}$	-0.0004	-0.01
$γ_{2}$	0.0457	0.87
$γ_{3}$	-0.0825	-2.06
$γ_{4}$	0.0493	1.20
$γ_{5}$	-0.0242	-0.73
$γ_{6}$	0.0454	1.58
$γ_{7}$	-0.0591	-2.47

Estimation Period:
Oct 6, 1997 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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