Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.31% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4530 | 7.03 | |
| 0.1030 | 9.63 | |
| 0.8649 | 72.23 | |
| 0.0745 | 5.56 | |
| -0.1160 | -5.39 | |
| 0.0634 | 4.06 | |
| -0.0367 | -2.61 | |
| 0.0315 | 2.05 | |
| -0.0244 | -2.12 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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