CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:157.23% (+17.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1927 | 29.51 | |
| 0.7688 | 73.60 | |
| -0.1520 | -13.74 | |
| 0.0152 | 0.96 | |
| 0.0064 | 3.85 | |
| 0.9935 | 602.85 |
Estimation Period:
Oct 6, 1997 to Jan 30, 2026
Oct 6, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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