Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
11.13%
decreased by 0.32%
1 Week
11.38%
decreased by 0.07%
1 Month
12.20%
increased by 0.75%
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 | |
|---|---|---|
| 0.0228 | 20.98 | |
| 0.0118 | 5.86 | |
| 0.8957 | 444.72 | |
| 0.1388 | 25.70 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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