CBOE DJIA Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:126.18% (-9.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8733 | 8.97 | |
| 0.0956 | 12.32 | |
| 0.8643 | 145.33 | |
| -0.5857 | -7.86 | |
| 1.4716 | 24.62 |
Estimation Period:
Oct 6, 1997 to Feb 13, 2026
Oct 6, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE DJIA Volatility Index Analyses
Other APARCH Analyses on Volatility Indices