CBOE DJIA Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:129.40% (-8.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3762 | 16.82 | |
| 0.1249 | 25.14 | |
| 0.8138 | 103.35 |
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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