V-Lab
CBOE DJIA Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, September 17th, 2024:128.02% (-4.24%)
Analysis last updated: Tuesday, September 17, 2024 at 11:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7364 | 9.46 | |
| 0.0948 | 13.43 | |
| 0.8693 | 147.32 | |
| -0.5365 | -8.14 | |
| 1.4159 | 22.03 |
Estimation Period:
Oct 6, 1997 to Sep 13, 2024
Oct 6, 1997 to Sep 13, 2024
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