Dow Jones Composite Average MEM Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:13.18% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 10.31 | |
| 0.3365 | 59.90 | |
| 0.6422 | 149.28 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices