V-Lab
Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:18.37% (-0.56%)
Analysis last updated: Friday, December 9, 2022, 12:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3892 | 6.82 | |
| 0.1034 | 9.30 | |
| 0.8643 | 69.02 | |
| 0.0612 | 5.68 | |
| -0.0986 | -5.60 | |
| 0.0579 | 3.99 | |
| -0.0344 | -2.59 | |
| 0.0549 | 2.61 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2022
Jan 1, 1990 to Dec 2, 2022
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