Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:18.43% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8440 | 238.09 | |
| 0.1881 | 45.82 | |
| 0.0192 | 5.49 | |
| 0.0900 | 4.78 | |
| 0.8895 | 39.94 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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