V-Lab
CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:144.52% (+36.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.7353 | 14.80 | |
| 0.1245 | 27.57 | |
| 0.9166 | 177.28 | |
| 4.1195 | 12.36 |
Estimation Period:
Oct 6, 1997 to Jun 27, 2025
Oct 6, 1997 to Jun 27, 2025
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