V-Lab
Dow Inc. GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
41.53%
decreased by 0.40%
1 Week
41.64%
decreased by 0.29%
1 Month
42.06%
increased by 0.13%
Analysis last updated: Tuesday, August 11, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 20, 2019 to Aug 7, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 180 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0442 | 9.12*** |
α ARCH Response to squared shocks | 0.0694 | 11.21*** |
β GARCH Volatility persistence | 0.9268 | 197.78*** |
Persistence:
0.996
Half-life:
180 days
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