V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:11.63% (-0.29%)
Analysis last updated: Friday, April 26, 2024 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2708 | 7.08 | |
| 0.1024 | 9.44 | |
| 0.8625 | 69.19 | |
| 0.0383 | 1.07 | |
| 0.0105 | 0.18 | |
| -0.1416 | -3.75 | |
| 0.1771 | 6.00 | |
| -0.1477 | -4.66 | |
| 0.0961 | 2.71 | |
| -0.0278 | -0.86 | |
| -0.0135 | -0.60 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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