Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
16.51%
decreased by 0.76%
1 Week
16.51%
decreased by 0.76%
1 Month
16.51%
decreased by 0.76%
Analysis last updated: Friday, April 3, 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 | 22.68 | |
| 0.0097 | 4.30 | |
| 0.8936 | 461.32 | |
| 0.1535 | 26.21 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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