CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:137.74% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1924 | 29.51 | |
| 0.7690 | 73.65 | |
| -0.1518 | -13.73 | |
| 0.0155 | 0.97 | |
| 0.0065 | 3.84 | |
| 0.9935 | 599.56 |
Estimation Period:
Oct 6, 1997 to Feb 13, 2026
Oct 6, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE DJIA Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices