CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:177.18% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1912 | 29.53 | |
| 0.7703 | 73.93 | |
| -0.1499 | -13.61 | |
| 0.0129 | 0.83 | |
| 0.0064 | 3.96 | |
| 0.9936 | 627.26 |
Estimation Period:
Oct 6, 1997 to Nov 14, 2025
Oct 6, 1997 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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