Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.83% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4585 | 7.06 | |
| 0.1031 | 9.58 | |
| 0.8649 | 71.97 | |
| 0.0762 | 5.56 | |
| -0.1186 | -5.39 | |
| 0.0652 | 4.11 | |
| -0.0391 | -2.70 | |
| 0.0345 | 2.17 | |
| -0.0266 | -2.24 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices