Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:11.64% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 20.92 | |
| 0.0112 | 5.44 | |
| 0.8947 | 439.46 | |
| 0.1415 | 25.91 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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