V-Lab
CBOE DJIA Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:81.81% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4105 | 9.81 | |
| 0.1083 | 43.81 | |
| 0.8337 | 209.21 | |
| -3.9172 | -18.15 |
Estimation Period:
Oct 6, 1997 to Sep 12, 2025
Oct 6, 1997 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
Other CBOE DJIA Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices