V-Lab
Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:14.22% (+2.28%)
Analysis last updated: Tuesday, October 3, 2023 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 22.54 | |
| 0.0118 | 4.94 | |
| 0.8932 | 447.96 | |
| 0.1527 | 25.80 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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