Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.40% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4609 | 7.19 | |
| 0.1026 | 9.52 | |
| 0.8642 | 70.88 | |
| 0.0768 | 5.81 | |
| -0.1202 | -5.66 | |
| 0.0675 | 4.38 | |
| -0.0430 | -3.02 | |
| 0.0438 | 2.46 | |
| -0.0538 | -1.91 |
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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