Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.13% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 22.72 | |
| 0.0101 | 4.46 | |
| 0.8929 | 457.42 | |
| 0.1540 | 26.06 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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