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	param	t-stat
$ω$	1.4466	7.00
$α$	0.1021	9.65
$β$	0.8660	73.11
$γ_{1}$	0.0729	5.55
$γ_{2}$	-0.1138	-5.39
$γ_{3}$	0.0620	4.02
$γ_{4}$	-0.0349	-2.54
$γ_{5}$	0.0298	2.00
$γ_{6}$	-0.0239	-2.12

V-Lab

Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses