Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.72% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 22.82 | |
| 0.0101 | 4.44 | |
| 0.8926 | 457.04 | |
| 0.1545 | 26.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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