Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.52% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0026 | -1.70 | |
| 0.0843 | 41.60 | |
| 0.8831 | 370.72 | |
| 0.6525 | 37.41 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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