CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:131.94% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1914 | 29.56 | |
| 0.7696 | 73.68 | |
| -0.1501 | -13.62 | |
| 0.0128 | 0.83 | |
| 0.0064 | 3.94 | |
| 0.9936 | 625.29 |
Estimation Period:
Oct 6, 1997 to Dec 5, 2025
Oct 6, 1997 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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