CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:158.46% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.4300 | 14.74 | |
| 0.1263 | 27.68 | |
| 0.9127 | 167.44 | |
| 4.0179 | 12.81 |
Estimation Period:
Oct 6, 1997 to Nov 14, 2025
Oct 6, 1997 to Nov 14, 2025
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