V-Lab
CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:243.29% (-22.59%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1774 | 29.08 | |
| 0.7853 | 76.59 | |
| -0.1358 | -13.05 | |
| 0.0132 | 0.92 | |
| 0.0066 | 4.16 | |
| 0.9934 | 655.26 |
Estimation Period:
Oct 6, 1997 to Dec 13, 2024
Oct 6, 1997 to Dec 13, 2024
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