Dow Jones Industrial Average GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:10.91% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 23.01 | |
| 0.1017 | 40.56 | |
| 0.8798 | 354.62 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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