Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.78%
decreased by 0.54%
1 Week
17.76%
decreased by 0.56%
1 Month
17.71%
decreased by 0.61%
Analysis last updated: Saturday, June 13, 2026 at 12:42 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1692 | 6.70 | |
| 0.0867 | 36.83 | |
| 0.9879 | 512.67 | |
| 7.0263 | 7.18 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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