V-Lab
Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:11.12% (-0.22%)
Analysis last updated: Thursday, November 21, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 22.75 | |
| 0.0122 | 5.30 | |
| 0.8928 | 451.37 | |
| 0.1509 | 25.60 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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