V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:16.05% (+0.29%)
Analysis last updated: Friday, December 20, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2718 | 7.18 | |
| 0.1019 | 9.42 | |
| 0.8615 | 68.39 | |
| 0.0419 | 1.25 | |
| 0.0012 | 0.02 | |
| -0.1303 | -3.61 | |
| 0.1683 | 5.95 | |
| -0.1466 | -5.25 | |
| 0.1058 | 3.27 | |
| -0.0429 | -1.39 | |
| -0.0037 | -0.17 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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