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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0177	9.45***
α ARCH Response to squared shocks	0.0865	34.33***
β GARCH Volatility persistence	0.9833	504.49***
ν DF Student-t tail thickness	7.9033	5.68***

V-Lab

Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Composite Average Analyses