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Dow Jones Industrial Average APARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:18.15% (+0.92%)
Analysis last updated: Thursday, November 20, 2025 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Industrial Average APARCH
paramt-stat
ω0.027735.71
α0.086137.26
β0.9060433.91
γ0.833829.54
δ1.034437.74
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts