Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:10.78% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4685 | 7.10 | |
| 0.1032 | 9.63 | |
| 0.8647 | 72.16 | |
| 0.0759 | 5.62 | |
| -0.1181 | -5.44 | |
| 0.0645 | 4.10 | |
| -0.0374 | -2.63 | |
| 0.0320 | 2.05 | |
| -0.0246 | -2.11 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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