Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
12.08%
increased by 0.33%
1 Week
12.22%
increased by 0.47%
1 Month
12.74%
increased by 0.99%
Analysis last updated: Friday, May 15, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1641 | 6.69 | |
| 0.0866 | 36.84 | |
| 0.9879 | 511.60 | |
| 7.0095 | 7.19 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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