V-Lab: Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:12.28% (-0.34%)

Analysis last updated: Thursday, July 10, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2613	7.03
$α$	0.1045	9.42
$β$	0.8588	67.50
$γ_{1}$	0.0401	1.26
$γ_{2}$	-0.0004	-0.01
$γ_{3}$	-0.1218	-3.43
$γ_{4}$	0.1590	5.55
$γ_{5}$	-0.1412	-5.21
$γ_{6}$	0.1084	3.44
$γ_{7}$	-0.0516	-1.67
$γ_{8}$	0.0024	0.11

Estimation Period:
Jan 1, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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