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

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Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:15.03% (+0.58%)

Analysis last updated: Monday, November 17, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4559	7.05
$α$	0.1032	9.60
$β$	0.8646	71.90
$γ_{1}$	0.0755	5.54
$γ_{2}$	-0.1175	-5.37
$γ_{3}$	0.0643	4.08
$γ_{4}$	-0.0383	-2.67
$γ_{5}$	0.0338	2.15
$γ_{6}$	-0.0261	-2.23

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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