V-Lab
CBOE DJIA Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:120.47% (+2.84%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1937 | 14.23 | |
| 0.1761 | 17.60 | |
| 0.9508 | 293.99 | |
| 0.1162 | 13.08 |
Estimation Period:
Oct 6, 1997 to Apr 19, 2024
Oct 6, 1997 to Apr 19, 2024
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