Dow Jones Composite Average MEM Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:13.89% (-1.72%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0251 | 10.26 | |
0.3356 | 59.69 | |
0.6433 | 149.18 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices