Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
15.02%
increased by 0.69%
1 Week
15.12%
increased by 0.79%
1 Month
15.42%
increased by 1.09%
Analysis last updated: Thursday, May 7, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4474 | 6.99 | |
| 0.1022 | 9.65 | |
| 0.8660 | 73.07 | |
| 0.0734 | 5.55 | |
| -0.1145 | -5.39 | |
| 0.0624 | 4.02 | |
| -0.0354 | -2.56 | |
| 0.0305 | 2.03 | |
| -0.0244 | -2.16 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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