CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:109.14% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7012 | 17.66 | |
| 0.1702 | 17.17 | |
| 0.8445 | 135.84 | |
| -0.1392 | -9.47 |
Estimation Period:
Oct 6, 1997 to Feb 20, 2026
Oct 6, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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