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

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V-Lab

Dow Jones Industrial Average Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:12.04% (-0.58%)

Analysis last updated: Friday, December 5, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4622	7.21
$α$	0.1027	9.48
$β$	0.8640	70.43
$γ_{1}$	0.0777	5.81
$γ_{2}$	-0.1216	-5.66
$γ_{3}$	0.0686	4.42
$γ_{4}$	-0.0447	-3.08
$γ_{5}$	0.0464	2.52
$γ_{6}$	-0.0574	-1.92

Estimation Period:
Jan 1, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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