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	param	t-stat
$ω$	1.4577	7.13
$α$	0.1020	9.58
$β$	0.8653	72.06
$γ_{1}$	0.0751	5.78
$γ_{2}$	-0.1177	-5.63
$γ_{3}$	0.0656	4.29
$γ_{4}$	-0.0399	-2.87
$γ_{5}$	0.0393	2.29
$γ_{6}$	-0.0471	-1.77

V-Lab

Dow Jones Industrial Average Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses