Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
14.79%
increased by 1.42%
1 Week
14.84%
increased by 1.47%
1 Month
14.99%
increased by 1.62%
Analysis last updated: Thursday, May 21, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0258 | 9.36 | |
| 0.0865 | 34.34 | |
| 0.9834 | 505.36 | |
| 7.9152 | 5.67 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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