CBOE DJIA Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:143.76% (+24.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1998 | 13.67 | |
| 0.1792 | 18.07 | |
| 0.9501 | 295.61 | |
| 0.1337 | 14.16 |
Estimation Period:
Oct 6, 1997 to Nov 7, 2025
Oct 6, 1997 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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