Dow Jones US Total Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.56% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 21.57 | |
| 0.0052 | 2.19 | |
| 0.8970 | 446.03 | |
| 0.1562 | 30.04 |
Estimation Period:
Dec 29, 1989 to Dec 31, 2025
Dec 29, 1989 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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