Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.58% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 21.02 | |
| 0.0113 | 5.49 | |
| 0.8944 | 438.88 | |
| 0.1417 | 25.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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