CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:403.05% (-40.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2142 | 16.50 | |
| 0.1238 | 25.03 | |
| 0.8189 | 106.40 |
Estimation Period:
Oct 6, 1997 to Oct 17, 2025
Oct 6, 1997 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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