Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.25% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 23.34 | |
| 0.0994 | 40.17 | |
| 0.8787 | 326.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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