Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.01% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0003 | 0.11 | |
| 0.8513 | 248.71 | |
| 0.1716 | 45.41 | |
| 0.0297 | 3.87 | |
| 0.1212 | 3.25 | |
| 0.8461 | 18.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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