CBOE DJIA Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:195.11% (+51.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1983 | 13.64 | |
| 0.1787 | 18.06 | |
| 0.9505 | 298.71 | |
| 0.1340 | 14.20 |
Estimation Period:
Oct 6, 1997 to Nov 14, 2025
Oct 6, 1997 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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