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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0276	35.91***
α ARCH Response to squared shocks	0.0850	37.33***
β GARCH Volatility persistence	0.9067	441.21***
γ leverage Additional response to negative shocks	0.8416	29.60***
δ power Transformation power	1.0387	38.40***

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Dow Jones Industrial Average APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses