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

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Dow Jones Industrial Average Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:13.33% (-0.59%)

Analysis last updated: Tuesday, December 2, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4643	7.21
$α$	0.1028	9.49
$β$	0.8640	70.54
$γ_{1}$	0.0779	5.80
$γ_{2}$	-0.1218	-5.65
$γ_{3}$	0.0686	4.41
$γ_{4}$	-0.0448	-3.07
$γ_{5}$	0.0462	2.50
$γ_{6}$	-0.0561	-1.88

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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