V-Lab
CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:139.08% (+34.14%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.4755 | 15.95 | |
| 0.1255 | 26.66 | |
| 0.9143 | 184.40 | |
| 4 | 11.14 |
Estimation Period:
Oct 6, 1997 to Apr 19, 2024
Oct 6, 1997 to Apr 19, 2024
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