V-Lab
CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:158.14% (-5.36%)
Analysis last updated: Friday, April 19, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9538 | 9.05 | |
| 0.1228 | 6.87 | |
| 0.7442 | 21.15 | |
| 0.0182 | 3.92 | |
| -0.0303 | -4.18 | |
| 0.0318 | 2.93 |
Estimation Period:
Oct 6, 1997 to Apr 12, 2024
Oct 6, 1997 to Apr 12, 2024
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