V-Lab: Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:11.03% (-0.22%)

Analysis last updated: Wednesday, July 30, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2638	7.06
$α$	0.1043	9.40
$β$	0.8589	67.44
$γ_{1}$	0.0409	1.29
$γ_{2}$	-0.0016	-0.03
$γ_{3}$	-0.1210	-3.42
$γ_{4}$	0.1584	5.53
$γ_{5}$	-0.1407	-5.22
$γ_{6}$	0.1088	3.46
$γ_{7}$	-0.0533	-1.73
$γ_{8}$	0.0043	0.20

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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