Dow Jones Composite Average Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
13.17%
decreased by 1.55%
1 Week
13.36%
decreased by 1.36%
1 Month
13.99%
decreased by 0.73%
Analysis last updated: Saturday, May 9, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 33.01 | |
| 0.2529 | 37.55 | |
| 0.6767 | 170.14 | |
| 0.0979 | 9.09 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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