Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:10.06% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 22.74 | |
| 0.0102 | 4.47 | |
| 0.8926 | 456.58 | |
| 0.1543 | 26.11 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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