CBOE DJIA Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:139.13% (-5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1927 | 29.57 | |
| 0.7691 | 73.84 | |
| -0.1520 | -13.76 | |
| 0.0140 | 0.90 | |
| 0.0064 | 3.90 | |
| 0.9936 | 615.96 |
Estimation Period:
Oct 6, 1997 to Jan 23, 2026
Oct 6, 1997 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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