CBOE DJIA Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:126.19% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7297 | 9.66 | |
| 0.0909 | 12.69 | |
| 0.8747 | 161.57 | |
| -0.5691 | -7.69 | |
| 1.4356 | 24.17 |
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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