V-Lab
Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:13.44% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0027 | -1.74 | |
| 0.0847 | 41.23 | |
| 0.8828 | 367.69 | |
| 0.6519 | 37.16 |
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Jan 1, 1990 to Jun 20, 2025
News Impact Curve
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