V-Lab
CBOE DJIA Volatility Index MEM Volatility Analysis
Volatility Prediction for Friday, September 13th, 2024:157.39% (+10.41%)
Analysis last updated: Friday, September 13, 2024 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7131 | 7.97 | |
| 0.1477 | 18.64 | |
| 0.8054 | 127.78 |
Estimation Period:
Oct 6, 1997 to Aug 30, 2024
Oct 6, 1997 to Aug 30, 2024
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