Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
17.85%
decreased by 0.76%
1 Week
17.77%
decreased by 0.84%
1 Month
17.46%
decreased by 1.15%
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 | |
|---|---|---|
| 0.0228 | 20.93 | |
| 0.0118 | 5.83 | |
| 0.8959 | 445.49 | |
| 0.1388 | 25.72 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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