V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:15.11% (+0.62%)
Analysis last updated: Tuesday, January 21, 2025 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2788 | 7.20 | |
| 0.1020 | 9.46 | |
| 0.8618 | 68.79 | |
| 0.0420 | 1.27 | |
| 0.0002 | 0.00 | |
| -0.1283 | -3.56 | |
| 0.1664 | 5.85 | |
| -0.1457 | -5.21 | |
| 0.1063 | 3.28 | |
| -0.0446 | -1.44 | |
| -0.0024 | -0.11 |
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Jan 1, 1990 to Jan 17, 2025
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