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

V-Lab

Dow Jones Industrial Average Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:11.57% (-0.08%)

Analysis last updated: Friday, July 11, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4725	7.21
$α$	0.1035	9.46
$β$	0.8636	70.20
$γ_{1}$	0.0799	5.72
$γ_{2}$	-0.1246	-5.57
$γ_{3}$	0.0707	4.40
$γ_{4}$	-0.0481	-3.12
$γ_{5}$	0.0502	2.51
$γ_{6}$	-0.0584	-1.77

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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