Dow Jones Industrial Average EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.46%
increased by 2.61%
1 Week
14.57%
increased by 2.72%
1 Month
14.95%
increased by 3.10%
Analysis last updated: Saturday, June 6, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 1.14 | |
| 0.1564 | 38.59 | |
| 0.9709 | 763.31 | |
| -0.1209 | -33.44 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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