CBOE DJIA Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:92.06% (-5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4438 | 9.51 | |
| 0.1134 | 40.10 | |
| 0.8275 | 194.30 | |
| -3.9844 | -19.01 |
Estimation Period:
Oct 6, 1997 to Dec 5, 2025
Oct 6, 1997 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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