CBOE Volatility Index

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	param	t-stat
$ω$	0.9894	9.07
$α$	0.1304	7.06
$β$	0.7250	18.82
$γ_{1}$	0.0309	3.94
$γ_{2}$	-0.0438	-3.50
$γ_{3}$	0.0173	1.71
$γ_{4}$	0.0083	0.66

V-Lab

CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:155.98% (+2.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE DJIA Volatility Index Analyses