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V-Lab
V-Lab
Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.34% (-0.45%)
Analysis last updated: Friday, October 31, 2025 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Industrial Average SGARCH
paramt-stat
ω1.46267.22
α0.10259.45
β0.864270.39
γ10.07825.80
γ2-0.1223-5.65
γ30.06924.43
γ4-0.0457-3.11
γ50.04772.54
γ6-0.0589-1.90
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts