Dow Jones Industrial Average APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.94% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 35.70 | |
| 0.0858 | 37.11 | |
| 0.9061 | 435.20 | |
| 0.8347 | 29.33 | |
| 1.0393 | 37.98 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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