Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
12.83%
decreased by 0.51%
1 Week
12.99%
decreased by 0.35%
1 Month
13.56%
increased by 0.22%
Analysis last updated: Friday, June 26, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 22.74 | |
| 0.0093 | 4.22 | |
| 0.8938 | 463.56 | |
| 0.1540 | 26.53 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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