CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:173.97% (-12.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6421 | 17.52 | |
| 0.1693 | 17.05 | |
| 0.8459 | 137.50 | |
| -0.1373 | -9.33 |
Estimation Period:
Oct 6, 1997 to Nov 14, 2025
Oct 6, 1997 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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