CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:547.71% (+126.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9896 | 8.89 | |
| 0.1285 | 7.03 | |
| 0.7333 | 19.54 | |
| 0.0308 | 3.77 | |
| -0.0430 | -3.29 | |
| 0.0148 | 1.40 | |
| 0.0150 | 1.11 |
Estimation Period:
Oct 6, 1997 to Oct 17, 2025
Oct 6, 1997 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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