CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:159.92% (-9.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1928 | 29.59 | |
| 0.7683 | 73.42 | |
| -0.1514 | -13.69 | |
| 0.0129 | 0.83 | |
| 0.0064 | 3.92 | |
| 0.9936 | 619.81 |
Estimation Period:
Oct 6, 1997 to Dec 19, 2025
Oct 6, 1997 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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