Dow Jones Industrial Average APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.22% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 35.70 | |
| 0.0859 | 37.23 | |
| 0.9061 | 435.01 | |
| 0.8346 | 29.45 | |
| 1.0360 | 37.77 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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