CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:97.76% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.4957 | 14.89 | |
| 0.1265 | 27.74 | |
| 0.9113 | 165.76 | |
| 4.0066 | 12.87 |
Estimation Period:
Oct 6, 1997 to Feb 13, 2026
Oct 6, 1997 to Feb 13, 2026
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