Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:12.54% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4670 | 7.11 | |
| 0.1031 | 9.61 | |
| 0.8648 | 72.09 | |
| 0.0762 | 5.62 | |
| -0.1186 | -5.44 | |
| 0.0648 | 4.11 | |
| -0.0381 | -2.66 | |
| 0.0330 | 2.10 | |
| -0.0255 | -2.18 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices