Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.39%
decreased by 0.16%
1 Week
12.53%
decreased by 0.02%
1 Month
13.01%
increased by 0.46%
Analysis last updated: Wednesday, June 10, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0230 | 9.41 | |
| 0.0865 | 34.38 | |
| 0.9834 | 505.06 | |
| 7.9221 | 5.66 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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