Dow Jones Composite Average APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.07% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 33.18 | |
| 0.0716 | 28.02 | |
| 0.9104 | 461.91 | |
| 0.8130 | 22.44 | |
| 1.2638 | 44.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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