Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.26% (+4.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4640 | 7.19 | |
| 0.1029 | 9.52 | |
| 0.8639 | 70.75 | |
| 0.0770 | 5.82 | |
| -0.1205 | -5.67 | |
| 0.0676 | 4.38 | |
| -0.0429 | -3.01 | |
| 0.0436 | 2.44 | |
| -0.0530 | -1.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other Spline-GARCH Analyses on Equity Indices