CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:125.99% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1929 | 29.50 | |
| 0.7692 | 73.75 | |
| -0.1522 | -13.77 | |
| 0.0146 | 0.93 | |
| 0.0064 | 3.89 | |
| 0.9935 | 612.53 |
Estimation Period:
Oct 6, 1997 to Jan 9, 2026
Oct 6, 1997 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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