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	param	t-stat
$ω$	1.4594	7.13
$α$	0.1020	9.57
$β$	0.8654	71.95
$γ_{1}$	0.0757	5.76
$γ_{2}$	-0.1185	-5.61
$γ_{3}$	0.0662	4.29
$γ_{4}$	-0.0408	-2.89
$γ_{5}$	0.0404	2.30
$γ_{6}$	-0.0477	-1.72

V-Lab

Dow Jones Industrial Average Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Industrial Average Analyses