Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.11% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 23.27 | |
| 0.0996 | 40.00 | |
| 0.8786 | 325.42 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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