Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.94% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 20.90 | |
| 0.0112 | 5.43 | |
| 0.8946 | 438.75 | |
| 0.1419 | 25.93 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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