Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:11.99% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 23.24 | |
| 0.0994 | 39.95 | |
| 0.8788 | 325.74 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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