CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:128.53% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7058 | 17.66 | |
| 0.1709 | 17.21 | |
| 0.8442 | 135.57 | |
| -0.1398 | -9.50 |
Estimation Period:
Oct 6, 1997 to Feb 6, 2026
Oct 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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