CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:238.48% (-23.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1882 | 29.29 | |
| 0.7788 | 75.56 | |
| -0.1493 | -13.79 | |
| 0.0137 | 0.90 | |
| 0.0067 | 4.30 | |
| 0.9933 | 653.92 |
Estimation Period:
Oct 6, 1997 to Mar 6, 2026
Oct 6, 1997 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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