Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
11.82%
decreased by 0.43%
1 Week
12.04%
decreased by 0.21%
1 Month
12.77%
increased by 0.52%
Analysis last updated: Tuesday, April 21, 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 | |
|---|---|---|
| 0.0215 | 22.61 | |
| 0.0095 | 4.26 | |
| 0.8942 | 464.26 | |
| 0.1531 | 26.29 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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