Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.24%
decreased by 0.36%
1 Week
11.48%
decreased by 0.12%
1 Month
12.29%
increased by 0.69%
Analysis last updated: Tuesday, June 9, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 20.97 | |
| 0.0118 | 5.84 | |
| 0.8957 | 445.19 | |
| 0.1388 | 25.72 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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