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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4464	6.99***
α ARCH Response to squared shocks	0.1024	9.70***
β GARCH Volatility persistence	0.8656	73.10***

γ₁	0.0722	5.56***
γ₂	-0.1128	-5.40***
γ₃	0.0613	4.00***
γ₄	-0.0337	-2.48**
γ₅	0.0282	1.91*
γ₆	-0.0226	-2.03**

V-Lab

Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses