CBOE DJIA Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:419.75% (+301.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 13.51 | |
| 0.1695 | 17.60 | |
| 0.9548 | 326.20 | |
| 0.1244 | 14.11 |
Estimation Period:
Oct 6, 1997 to Oct 10, 2025
Oct 6, 1997 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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