CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:173.31% (+59.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1807 | 29.04 | |
| 0.7812 | 75.47 | |
| -0.1398 | -13.27 | |
| 0.0225 | 1.39 | |
| 0.0069 | 3.87 | |
| 0.9929 | 565.75 |
Estimation Period:
Oct 6, 1997 to Oct 10, 2025
Oct 6, 1997 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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