Dow Jones Industrial Average Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
13.35%
decreased by 0.64%
1 Week
13.40%
decreased by 0.59%
1 Month
13.57%
decreased by 0.42%
Analysis last updated: Saturday, May 2, 2026 at 03:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4578 | 7.14 | |
| 0.1019 | 9.56 | |
| 0.8654 | 71.94 | |
| 0.0756 | 5.78 | |
| -0.1184 | -5.63 | |
| 0.0662 | 4.31 | |
| -0.0408 | -2.91 | |
| 0.0405 | 2.32 | |
| -0.0487 | -1.77 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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