CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:125.17% (+22.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.3951 | 14.96 | |
| 0.1271 | 27.73 | |
| 0.9107 | 165.19 | |
| 4.0087 | 12.89 |
Estimation Period:
Oct 6, 1997 to Jan 30, 2026
Oct 6, 1997 to Jan 30, 2026
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