V-Lab
CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:168.45% (-8.66%)
Analysis last updated: Thursday, May 2, 2024 at 11:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1760 | 28.80 | |
| 0.7861 | 75.82 | |
| -0.1359 | -12.91 | |
| 0.0158 | 0.97 | |
| 0.0079 | 3.51 | |
| 0.9921 | 476.07 |
Estimation Period:
Oct 6, 1997 to Apr 26, 2024
Oct 6, 1997 to Apr 26, 2024
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