V-Lab
Dow Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.58% (-0.23%)
Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2925 | 4.89 | |
| 0.0824 | 2.17 | |
| 0.8806 | 23.40 | |
| 0.0340 | 3.43 |
Estimation Period:
Mar 20, 2019 to Apr 26, 2024
Mar 20, 2019 to Apr 26, 2024