Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
15.54%
decreased by 0.91%
1 Week
15.56%
decreased by 0.89%
1 Month
15.63%
decreased by 0.82%
Analysis last updated: Friday, June 19, 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 | |
|---|---|---|
| 1.0262 | 9.36 | |
| 0.0864 | 34.38 | |
| 0.9834 | 505.10 | |
| 7.9147 | 5.66 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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