Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:12.01% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0027 | -1.73 | |
| 0.0844 | 41.45 | |
| 0.8831 | 369.97 | |
| 0.6524 | 37.28 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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