CBOE Volatility Index

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	param	t-stat
$ω$	0.9830	9.09
$α$	0.1293	7.04
$β$	0.7266	18.92
$γ_{1}$	0.0306	3.98
$γ_{2}$	-0.0435	-3.55
$γ_{3}$	0.0175	1.75
$γ_{4}$	0.0085	0.68

V-Lab

CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 20th, 2026:213.93% (-3.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses