V-Lab
CBOE DJIA Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, September 13th, 2024:145.53% (+3.62%)
Analysis last updated: Friday, September 13, 2024 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3352 | 15.97 | |
| 0.1804 | 19.04 | |
| 0.8253 | 138.47 | |
| -0.0927 | -8.61 |
Estimation Period:
Oct 6, 1997 to Aug 30, 2024
Oct 6, 1997 to Aug 30, 2024
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