V-Lab
Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:16.82% (-0.72%)
Analysis last updated: Tuesday, March 21, 2023, 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 22.62 | |
| 0.0124 | 5.10 | |
| 0.8925 | 443.37 | |
| 0.1533 | 25.51 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses