V-Lab
CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:89.90% (+7.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.6623 | 15.01 | |
| 0.1247 | 27.80 | |
| 0.9157 | 178.47 | |
| 4.1050 | 12.53 |
Estimation Period:
Oct 6, 1997 to Jul 25, 2025
Oct 6, 1997 to Jul 25, 2025
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