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 Tuesday, August 12th, 2025:12.03% (-0.25%)

Analysis last updated: Monday, August 11, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4580	7.06
$α$	0.1038	9.57
$β$	0.8641	71.41
$γ_{1}$	0.0768	5.52
$γ_{2}$	-0.1195	-5.35
$γ_{3}$	0.0658	4.11
$γ_{4}$	-0.0405	-2.75
$γ_{5}$	0.0365	2.25
$γ_{6}$	-0.0280	-2.33

Estimation Period:
Jan 1, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Dow Jones Industrial Average Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH