Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.41%
decreased by 0.74%
1 Week
16.42%
decreased by 0.73%
1 Month
16.44%
decreased by 0.71%
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 | |
|---|---|---|
| 0.0217 | 22.77 | |
| 0.0094 | 4.25 | |
| 0.8936 | 462.76 | |
| 0.1542 | 26.53 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other Dow Jones Industrial Average Analyses
Other GJR-GARCH Analyses on Equity Indices