Dow Jones Industrial Average Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
16.61%
decreased by 0.12%
1 Week
16.61%
decreased by 0.12%
1 Month
16.61%
decreased by 0.12%
Analysis last updated: Thursday, June 18, 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 | |
|---|---|---|
| 1.4832 | 7.14 | |
| 0.1025 | 9.71 | |
| 0.8661 | 73.62 | |
| 0.0748 | 5.71 | |
| -0.1164 | -5.51 | |
| 0.0630 | 4.07 | |
| -0.0351 | -2.55 | |
| 0.0299 | 2.00 | |
| -0.0241 | -2.14 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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