CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:139.93% (-19.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.9007 | 14.53 | |
| 0.1256 | 27.56 | |
| 0.9124 | 163.96 | |
| 3.9746 | 12.91 |
Estimation Period:
Oct 6, 1997 to Mar 6, 2026
Oct 6, 1997 to Mar 6, 2026
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