Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:13.73% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0026 | -1.69 | |
| 0.0845 | 41.54 | |
| 0.8828 | 369.38 | |
| 0.6523 | 37.38 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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