V-Lab
Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.33% (-0.32%)
Analysis last updated: Friday, April 26, 2024 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2484 | 7.13 | |
| 0.1015 | 9.25 | |
| 0.8618 | 67.17 | |
| 0.0353 | 1.01 | |
| 0.0164 | 0.29 | |
| -0.1472 | -3.99 | |
| 0.1812 | 6.28 | |
| -0.1475 | -4.76 | |
| 0.0864 | 2.46 | |
| 0.0055 | 0.15 | |
| -0.1104 | -2.15 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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