Dow Jones Industrial Average GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
11.16%
decreased by 0.34%
1 Week
11.42%
decreased by 0.08%
1 Month
12.27%
increased by 0.77%
Analysis last updated: Saturday, April 25, 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 | |
| 0.0092 | 4.17 | |
| 0.8941 | 463.73 | |
| 0.1536 | 26.41 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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