Dow Jones Industrial Average APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:11.08% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 35.63 | |
| 0.0860 | 37.14 | |
| 0.9061 | 433.52 | |
| 0.8348 | 29.44 | |
| 1.0358 | 37.76 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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