Dow Jones Composite Average GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.95%
decreased by 0.29%
1 Week
11.21%
decreased by 0.03%
1 Month
12.07%
increased by 0.83%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0228 | 20.97 | |
| 0.0118 | 5.84 | |
| 0.8957 | 445.19 | |
| 0.1388 | 25.72 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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