V-Lab
CBOE DJIA Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 17th, 2024:163.41% (-4.51%)
Analysis last updated: Tuesday, September 17, 2024 at 11:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0208 | 8.73 | |
| 0.1227 | 6.94 | |
| 0.7403 | 20.63 | |
| 0.0318 | 3.40 | |
| -0.0422 | -2.80 | |
| 0.0083 | 0.69 | |
| 0.0268 | 1.51 |
Estimation Period:
Oct 6, 1997 to Sep 13, 2024
Oct 6, 1997 to Sep 13, 2024
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