V-Lab
V-Lab
Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:18.58% (-0.51%)
Analysis last updated: Thursday, May 8, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average GAS-GARCH-T
paramt-stat
ω1.04748.95
α0.087534.54
β0.9838493.40
ν7.92415.59
Estimation Period:
Jan 1, 1990 to May 2, 2025