Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:11.84% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 22.69 | |
| 0.0101 | 4.44 | |
| 0.8928 | 456.91 | |
| 0.1543 | 26.08 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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