Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
12.23%
decreased by 0.33%
1 Week
12.37%
decreased by 0.19%
1 Month
12.88%
increased by 0.32%
Analysis last updated: Saturday, May 30, 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 | |
|---|---|---|
| 1.0224 | 9.41 | |
| 0.0866 | 34.37 | |
| 0.9833 | 504.53 | |
| 7.9182 | 5.66 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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