CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:134.00% (-16.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.4933 | 14.92 | |
| 0.1271 | 27.78 | |
| 0.9111 | 165.56 | |
| 4.0108 | 12.90 |
Estimation Period:
Oct 6, 1997 to Jan 23, 2026
Oct 6, 1997 to Jan 23, 2026
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