Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
10.45%
decreased by 0.26%
1 Week
10.75%
increased by 0.04%
1 Month
11.74%
increased by 1.03%
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 | |
|---|---|---|
| 0.0215 | 22.64 | |
| 0.0093 | 4.21 | |
| 0.8942 | 464.52 | |
| 0.1533 | 26.47 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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