V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:19.16% (-1.10%)

Analysis last updated: Friday, December 20, 2024 at 10:36 PM UTC

Date Range:

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00090.40
β0.8492247.74
γ0.172245.55
λ10.02803.92
λ20.12053.28
λ30.848718.94
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts