Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:15.31% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4508 | 7.02 | |
| 0.1027 | 9.63 | |
| 0.8652 | 72.48 | |
| 0.0741 | 5.56 | |
| -0.1155 | -5.40 | |
| 0.0630 | 4.05 | |
| -0.0362 | -2.60 | |
| 0.0313 | 2.05 | |
| -0.0246 | -2.16 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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