Dow Jones Composite Average MEM Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:9.73% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 10.51 | |
| 0.3393 | 60.43 | |
| 0.6386 | 149.09 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices