Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.35% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4601 | 7.20 | |
| 0.1025 | 9.51 | |
| 0.8641 | 70.79 | |
| 0.0768 | 5.82 | |
| -0.1202 | -5.68 | |
| 0.0675 | 4.39 | |
| -0.0430 | -3.03 | |
| 0.0441 | 2.48 | |
| -0.0552 | -1.95 |
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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