V-Lab
CBOE DJIA Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:115.87% (-12.03%)
Analysis last updated: Monday, January 20, 2025 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 49.7083 | 15.15 | |
| 0.1248 | 27.30 | |
| 0.9160 | 181.85 | |
| 4 | 12.15 |
Estimation Period:
Oct 6, 1997 to Jan 17, 2025
Oct 6, 1997 to Jan 17, 2025
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