V-Lab
CBOE DJIA Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:169.67% (-13.71%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6078 | 12.06 | |
| 0.1064 | 42.57 | |
| 0.8334 | 191.40 | |
| -3.6183 | -16.77 |
Estimation Period:
Oct 6, 1997 to Apr 26, 2024
Oct 6, 1997 to Apr 26, 2024
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