Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.01% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 22.77 | |
| 0.0100 | 4.39 | |
| 0.8929 | 458.60 | |
| 0.1542 | 26.19 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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