Dow Jones Composite Average GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:14.76% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 23.32 | |
| 0.0991 | 40.17 | |
| 0.8791 | 327.77 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices