Dow Jones Industrial Average AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:13.78% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -3.57 | |
| 0.0960 | 41.57 | |
| 0.8722 | 347.22 | |
| 0.6542 | 36.25 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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