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 Wednesday, October 8th, 2025:9.26% (-0.14%)

Analysis last updated: Tuesday, October 7, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4655	7.07
$α$	0.1035	9.60
$β$	0.8646	71.89
$γ_{1}$	0.0765	5.54
$γ_{2}$	-0.1188	-5.36
$γ_{3}$	0.0649	4.07
$γ_{4}$	-0.0387	-2.67
$γ_{5}$	0.0337	2.12
$γ_{6}$	-0.0255	-2.16

Estimation Period:
Jan 1, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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