V-Lab
V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:11.99% (-0.19%)
Analysis last updated: Thursday, July 3, 2025 at 09:21 PM UTC
Date Range:

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graph of Dow Jones Industrial Average MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8423235.08
γ0.190046.12
λ10.01955.54
λ20.09354.91
λ30.885939.53
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts