Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.63% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 23.32 | |
| 0.0996 | 40.13 | |
| 0.8785 | 325.73 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices