CBOE DJIA Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:123.68% (-9.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2006 | 13.59 | |
| 0.1779 | 17.86 | |
| 0.9499 | 295.72 | |
| 0.1358 | 14.32 |
Estimation Period:
Oct 6, 1997 to Feb 6, 2026
Oct 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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