CBOE DJIA Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:132.99% (-10.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4135 | 9.79 | |
| 0.1081 | 43.72 | |
| 0.8335 | 208.69 | |
| -3.9357 | -18.20 |
Estimation Period:
Oct 6, 1997 to Oct 10, 2025
Oct 6, 1997 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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