Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
18.63%
decreased by 0.16%
1 Week
18.55%
decreased by 0.24%
1 Month
18.28%
decreased by 0.51%
Analysis last updated: Wednesday, May 6, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0282 | 9.32 | |
| 0.0865 | 34.34 | |
| 0.9835 | 505.66 | |
| 7.9087 | 5.67 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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