Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:11.34% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4618 | 7.22 | |
| 0.1025 | 9.49 | |
| 0.8640 | 70.60 | |
| 0.0771 | 5.83 | |
| -0.1207 | -5.68 | |
| 0.0679 | 4.41 | |
| -0.0437 | -3.07 | |
| 0.0453 | 2.53 | |
| -0.0579 | -2.03 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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