Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:15.52% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 20.99 | |
| 0.0112 | 5.47 | |
| 0.8947 | 440.32 | |
| 0.1414 | 25.94 |
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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