Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.99% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4519 | 7.03 | |
| 0.1028 | 9.63 | |
| 0.8650 | 72.33 | |
| 0.0742 | 5.56 | |
| -0.1157 | -5.39 | |
| 0.0631 | 4.05 | |
| -0.0364 | -2.60 | |
| 0.0314 | 2.05 | |
| -0.0245 | -2.14 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices