Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.10% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 23.32 | |
| 0.0996 | 40.15 | |
| 0.8785 | 325.99 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices