Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.65%
decreased by 0.56%
1 Week
16.63%
decreased by 0.58%
1 Month
16.57%
decreased by 0.64%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0275 | 9.36 | |
| 0.0865 | 34.36 | |
| 0.9834 | 504.84 | |
| 7.9168 | 5.66 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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