CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:98.33% (+27.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.6014 | 14.94 | |
| 0.1249 | 27.67 | |
| 0.9153 | 176.77 | |
| 4.0947 | 12.54 |
Estimation Period:
Oct 6, 1997 to Oct 10, 2025
Oct 6, 1997 to Oct 10, 2025
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