Dow Jones US Total Stock Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.72% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0363 | 7.54 | |
| 0.1008 | 9.40 | |
| 0.8597 | 65.85 | |
| 0.0451 | 1.62 | |
| -0.0020 | -0.05 | |
| -0.1353 | -4.38 | |
| 0.1792 | 6.78 | |
| -0.1594 | -6.50 | |
| 0.1131 | 3.88 | |
| -0.0327 | -1.01 | |
| -0.0463 | -0.90 |
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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