Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:15.43% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 22.75 | |
| 0.0099 | 4.36 | |
| 0.8930 | 458.91 | |
| 0.1540 | 26.19 |
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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