V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:11.73% (-0.49%)
Analysis last updated: Tuesday, December 3, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2837 | 7.16 | |
| 0.1024 | 9.51 | |
| 0.8621 | 69.23 | |
| 0.0414 | 1.22 | |
| 0.0023 | 0.04 | |
| -0.1314 | -3.59 | |
| 0.1694 | 5.90 | |
| -0.1476 | -5.16 | |
| 0.1067 | 3.24 | |
| -0.0447 | -1.43 | |
| -0.0014 | -0.07 |
Estimation Period:
Jan 1, 1990 to Nov 29, 2024
Jan 1, 1990 to Nov 29, 2024
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