Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:16.69% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 22.70 | |
| 0.0098 | 4.35 | |
| 0.8934 | 460.53 | |
| 0.1535 | 26.17 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other GJR-GARCH Analyses on Equity Indices