CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:142.66% (-4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1911 | 29.56 | |
| 0.7700 | 73.76 | |
| -0.1499 | -13.60 | |
| 0.0129 | 0.83 | |
| 0.0064 | 3.95 | |
| 0.9936 | 625.28 |
Estimation Period:
Oct 6, 1997 to Nov 28, 2025
Oct 6, 1997 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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