Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:14.33% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 23.33 | |
| 0.0994 | 40.14 | |
| 0.8788 | 326.68 |
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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