V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:13.93% (+0.46%)
Analysis last updated: Thursday, November 21, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2733 | 7.10 | |
| 0.1030 | 9.51 | |
| 0.8611 | 68.63 | |
| 0.0405 | 1.20 | |
| 0.0032 | 0.06 | |
| -0.1312 | -3.60 | |
| 0.1688 | 5.90 | |
| -0.1466 | -5.13 | |
| 0.1052 | 3.20 | |
| -0.0428 | -1.38 | |
| -0.0030 | -0.14 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses