V-Lab
CBOE DJIA Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:80.23% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7146 | 9.68 | |
| 0.0914 | 12.87 | |
| 0.8751 | 163.03 | |
| -0.5681 | -7.76 | |
| 1.4308 | 24.12 |
Estimation Period:
Oct 6, 1997 to Sep 12, 2025
Oct 6, 1997 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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