Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:10.62% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0029 | -1.86 | |
| 0.0845 | 41.43 | |
| 0.8829 | 369.27 | |
| 0.6543 | 37.35 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
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