CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:87.49% (-4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.3777 | 14.93 | |
| 0.1269 | 27.81 | |
| 0.9114 | 166.23 | |
| 4.0130 | 12.91 |
Estimation Period:
Oct 6, 1997 to Jan 2, 2026
Oct 6, 1997 to Jan 2, 2026
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