V-Lab
CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:163.39% (-12.98%)
Analysis last updated: Thursday, April 18, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7983 | 14.38 | |
| 0.1095 | 24.98 | |
| 0.8342 | 104.67 |
Estimation Period:
Oct 6, 1997 to Apr 12, 2024
Oct 6, 1997 to Apr 12, 2024
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