Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.65% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0026 | -1.66 | |
| 0.0845 | 41.56 | |
| 0.8828 | 369.70 | |
| 0.6517 | 37.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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