V-Lab
CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:207.21% (-23.92%)
Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7961 | 7.64 | |
| 0.1380 | 29.14 | |
| 0.8292 | 128.60 | |
| -0.2220 | -15.03 | |
| 1.4208 | 28.63 |
Estimation Period:
Oct 6, 1997 to Mar 28, 2024
Oct 6, 1997 to Mar 28, 2024
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