CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:93.14% (-10.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.2487 | 14.76 | |
| 0.1259 | 27.70 | |
| 0.9128 | 167.57 | |
| 4.0179 | 12.78 |
Estimation Period:
Oct 6, 1997 to Oct 31, 2025
Oct 6, 1997 to Oct 31, 2025
Other CBOE DJIA Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices