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 Monday, April 21st, 2025:35.65% (-1.94%)

Analysis last updated: Thursday, April 17, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2701	7.03
$α$	0.1047	9.42
$β$	0.8593	67.23
$γ_{1}$	0.0403	1.24
$γ_{2}$	0.0008	0.01
$γ_{3}$	-0.1247	-3.46
$γ_{4}$	0.1620	5.63
$γ_{5}$	-0.1427	-5.17
$γ_{6}$	0.1070	3.34
$γ_{7}$	-0.0472	-1.52
$γ_{8}$	-0.0015	-0.07

Estimation Period:
Jan 1, 1990 to Apr 17, 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