Dow Jones Composite Average APARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:10.79% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 32.99 | |
| 0.0713 | 27.70 | |
| 0.9107 | 461.80 | |
| 0.8163 | 22.22 | |
| 1.2652 | 44.11 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
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