V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:11.29% (-0.46%)
Analysis last updated: Thursday, October 10, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2801 | 7.10 | |
| 0.1030 | 9.54 | |
| 0.8616 | 69.30 | |
| 0.0410 | 1.19 | |
| 0.0032 | 0.06 | |
| -0.1325 | -3.60 | |
| 0.1703 | 5.92 | |
| -0.1474 | -5.05 | |
| 0.1047 | 3.13 | |
| -0.0426 | -1.37 | |
| -0.0016 | -0.08 |
Estimation Period:
Jan 1, 1990 to Oct 4, 2024
Jan 1, 1990 to Oct 4, 2024
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