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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0251	33.04***
α ARCH Response to squared shocks	0.0714	28.92***
β GARCH Volatility persistence	0.9114	468.84***
γ leverage Additional response to negative shocks	0.8050	23.05***
δ power Transformation power	1.2559	44.02***

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Dow Jones Composite Average APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Composite Average Analyses