V-Lab
CBOE DJIA Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:185.76% (-15.26%)
Analysis last updated: Tuesday, April 16, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6436 | 12.10 | |
| 0.1070 | 42.22 | |
| 0.8315 | 181.60 | |
| -3.6311 | -16.80 |
Estimation Period:
Oct 6, 1997 to Apr 12, 2024
Oct 6, 1997 to Apr 12, 2024
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