Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.10% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0026 | -1.71 | |
| 0.0842 | 41.65 | |
| 0.8833 | 371.75 | |
| 0.6528 | 37.41 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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