CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:105.80% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6745 | 17.57 | |
| 0.1697 | 17.03 | |
| 0.8448 | 135.90 | |
| -0.1375 | -9.30 |
Estimation Period:
Oct 6, 1997 to Dec 5, 2025
Oct 6, 1997 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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