Dow Jones Composite Average APARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:17.04% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 33.19 | |
| 0.0714 | 28.03 | |
| 0.9107 | 463.93 | |
| 0.8144 | 22.44 | |
| 1.2630 | 44.17 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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