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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0294	39.20***
α ARCH Response to squared shocks	0.1948	66.32***
β GARCH Volatility persistence	0.7898	263.78***
γ leverage Additional response to negative shocks	0.2885	39.34***
δ power Transformation power	0.9776	32.34***

V-Lab

Dow Jones Industrial Average Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses