Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.59% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 20.93 | |
| 0.0112 | 5.44 | |
| 0.8947 | 439.42 | |
| 0.1416 | 25.96 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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