Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:11.10% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4571 | 7.05 | |
| 0.1030 | 9.59 | |
| 0.8650 | 72.04 | |
| 0.0759 | 5.56 | |
| -0.1182 | -5.39 | |
| 0.0648 | 4.10 | |
| -0.0385 | -2.68 | |
| 0.0336 | 2.12 | |
| -0.0257 | -2.18 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices