Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.34% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8435 | 237.21 | |
| 0.1889 | 45.86 | |
| 0.0191 | 5.49 | |
| 0.0897 | 4.78 | |
| 0.8898 | 40.09 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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