V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:12.80% (+2.08%)
Analysis last updated: Thursday, November 30, 2023 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2503 | 6.99 | |
| 0.1034 | 9.39 | |
| 0.8609 | 67.79 | |
| 0.0342 | 0.93 | |
| 0.0190 | 0.32 | |
| -0.1497 | -3.89 | |
| 0.1812 | 5.93 | |
| -0.1441 | -4.17 | |
| 0.0833 | 2.22 | |
| -0.0078 | -0.23 | |
| -0.0308 | -1.27 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
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