CBOE DJIA Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:151.18% (-9.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6830 | 17.68 | |
| 0.1701 | 17.21 | |
| 0.8453 | 137.20 | |
| -0.1393 | -9.51 |
Estimation Period:
Oct 6, 1997 to Feb 27, 2026
Oct 6, 1997 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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