V-Lab
Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.12% (+3.70%)
Analysis last updated: Friday, June 2, 2023 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2440 | 7.01 | |
| 0.1041 | 9.33 | |
| 0.8598 | 66.35 | |
| 0.0314 | 0.82 | |
| 0.0265 | 0.43 | |
| -0.1572 | -3.97 | |
| 0.1821 | 5.60 | |
| -0.1345 | -3.50 | |
| 0.0634 | 1.57 | |
| 0.0194 | 0.54 | |
| -0.0537 | -1.99 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses