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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1552	6.76***
α ARCH Response to squared shocks	0.0866	36.68***
β GARCH Volatility persistence	0.9877	509.41***
ν DF Student-t tail thickness	7.0142	7.16***

V-Lab

Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses