V-Lab
V-Lab
Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:12.36% (+0.66%)

Analysis last updated: Tuesday, October 3, 2023 at 10:15 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Composite Average GAS-GARCH-T
paramt-stat
ω1.05448.64
α0.088133.42
β0.9843487.53
ν85.26
Estimation Period:
Jan 1, 1990 to Sep 29, 2023