Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.47% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0002 | 0.08 | |
| 0.8515 | 249.65 | |
| 0.1714 | 45.47 | |
| 0.0300 | 3.89 | |
| 0.1223 | 3.26 | |
| 0.8446 | 18.29 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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