CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:110.90% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.3440 | 14.94 | |
| 0.1271 | 27.80 | |
| 0.9119 | 167.57 | |
| 4.0314 | 12.84 |
Estimation Period:
Oct 6, 1997 to Dec 5, 2025
Oct 6, 1997 to Dec 5, 2025
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