CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:124.92% (-8.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4027 | 17.23 | |
| 0.1246 | 25.55 | |
| 0.8137 | 105.93 |
Estimation Period:
Oct 6, 1997 to Feb 13, 2026
Oct 6, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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