Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.46% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4666 | 7.11 | |
| 0.1031 | 9.61 | |
| 0.8647 | 72.08 | |
| 0.0762 | 5.62 | |
| -0.1187 | -5.44 | |
| 0.0650 | 4.12 | |
| -0.0383 | -2.67 | |
| 0.0334 | 2.12 | |
| -0.0258 | -2.20 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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