V-Lab
Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:18.71% (-0.13%)
Analysis last updated: Tuesday, March 21, 2023, 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3865 | 6.74 | |
| 0.1031 | 9.38 | |
| 0.8653 | 70.20 | |
| 0.0594 | 5.56 | |
| -0.0958 | -5.47 | |
| 0.0560 | 3.83 | |
| -0.0312 | -2.36 | |
| 0.0475 | 2.45 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses