Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.13% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8436 | 237.17 | |
| 0.1892 | 45.83 | |
| 0.0193 | 5.52 | |
| 0.0906 | 4.81 | |
| 0.8887 | 39.91 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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