CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:197.68% (-16.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1876 | 29.20 | |
| 0.7773 | 75.44 | |
| -0.1475 | -13.50 | |
| 0.0129 | 0.85 | |
| 0.0064 | 4.11 | |
| 0.9936 | 651.56 |
Estimation Period:
Oct 6, 1997 to Oct 24, 2025
Oct 6, 1997 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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