CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:234.19% (-17.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5934 | 17.23 | |
| 0.1686 | 17.02 | |
| 0.8474 | 137.75 | |
| -0.1365 | -9.34 |
Estimation Period:
Oct 6, 1997 to Oct 24, 2025
Oct 6, 1997 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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