V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:9.68% (-0.34%)
Analysis last updated: Friday, October 22, 2021, 08:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8434 | 226.61 | |
| 0.1928 | 43.74 | |
| 0.0182 | 5.66 | |
| 0.0934 | 5.24 | |
| 0.8874 | 42.64 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
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