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Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:10.65% (-0.17%)
Analysis last updated: Tuesday, November 11, 2025 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Industrial Average GJR-GARCH
paramt-stat
ω0.021622.68
α0.01014.44
β0.8928456.92
γ0.154326.08
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts