Dow Jones Industrial Average AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:11.33% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0061 | -3.61 | |
| 0.0958 | 41.62 | |
| 0.8723 | 347.82 | |
| 0.6548 | 36.24 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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